-28.2%
CIFR vs AAL
+10.6%
-38.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.1% | +9.0% | +8.9% |
| 7D | +9.4% | +3.4% | +5.9% | +7.8% |
| 30D | -45.3% | +11.7% | -57.0% | -48.9% |
| 3M | -58.7% | -7.8% | -50.9% | -57.2% |
| 6M | -64.9% | +10.2% | -75.2% | -67.6% |
| YTD | -51.8% | -8.0% | -43.8% | -51.6% |
| 1Y | -61.9% | +8.5% | -70.5% | -65.3% |
| 3Y | +138.6% | +19.5% | +119.1% | +106.5% |
| 5Y | -13.0% | -33.9% | +20.9% | -13.0% |
| All | -28.2% | +10.6% | -38.8% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AAL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling