-33.9%
CIFR vs ABCL
-80.5%
+46.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +6.7% | +11.2% | +15.3% |
| 7D | -10.2% | -3.2% | -7.0% | -8.4% |
| 30D | -55.0% | -7.4% | -47.6% | -53.1% |
| 3M | -64.1% | +81.9% | -146.0% | -72.1% |
| 6M | -70.1% | +135.7% | -205.8% | -80.2% |
| YTD | -55.7% | +247.4% | -303.0% | -75.5% |
| 1Y | -69.9% | +162.3% | -232.1% | -81.3% |
| 3Y | +68.7% | +165.5% | -96.8% | -3.2% |
| 5Y | -26.2% | -21.3% | -4.9% | -43.6% |
| All | -33.9% | -80.5% | +46.6% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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