-54.1%
CIFR vs ABCL
+198.4%
-252.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -2.9% | -3.7% |
| 7D | +4.8% | -3.3% | +8.1% | +5.8% |
| 30D | -31.0% | -7.1% | -23.9% | -28.7% |
| 3M | -58.7% | +4.7% | -63.5% | -58.7% |
| 6M | -67.7% | +140.9% | -208.6% | -76.9% |
| YTD | -53.5% | +236.0% | -289.5% | -75.1% |
| 1Y | -54.1% | +217.4% | -271.5% | -73.9% |
| All | -54.1% | +198.4% | -252.5% | -73.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling