-30.7%
CIFR vs AAL
+3.3%
-34.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.5% |
| 7D | +4.8% | -0.1% | +4.9% | +4.6% |
| 30D | -31.0% | +11.7% | -42.7% | -35.9% |
| 3M | -58.7% | -12.5% | -46.2% | -56.0% |
| 6M | -67.7% | +3.6% | -71.3% | -69.2% |
| YTD | -53.5% | -14.1% | -39.4% | -51.5% |
| 1Y | -54.1% | +0.8% | -54.8% | -56.4% |
| 3Y | +138.2% | +11.8% | +126.4% | +113.6% |
| 5Y | -18.5% | -35.1% | +16.6% | -15.8% |
| All | -30.7% | +3.3% | -34.0% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling