+487.4%
CIFR vs ABCL
+104.5%
+382.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.6% |
| 7D | +16.9% | +0.7% | +16.2% | +16.7% |
| 30D | -5.2% | +93.1% | -98.3% | -31.7% |
| 3M | -30.6% | +79.4% | -110.0% | -50.2% |
| 6M | +10.6% | +214.9% | -204.3% | -42.5% |
| YTD | +20.2% | +234.2% | -214.0% | -41.3% |
| 1Y | +139.7% | +174.8% | -35.0% | +26.9% |
| All | +487.4% | +104.5% | +382.9% | +213.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling