-15.1%
CIFR vs ABCL
-23.2%
+8.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.3% | +1.8% |
| 7D | +28.8% | +4.4% | +24.4% | +26.4% |
| 30D | -36.9% | -7.9% | -29.1% | -33.6% |
| 3M | -60.0% | +12.2% | -72.2% | -62.1% |
| 6M | -64.4% | +134.7% | -199.1% | -78.9% |
| YTD | -51.6% | +239.8% | -291.3% | -77.3% |
| 1Y | -58.9% | +192.7% | -251.6% | -79.0% |
| 3Y | +139.9% | +187.6% | -47.7% | +10.1% |
| 5Y | -15.1% | -22.6% | +7.6% | -28.1% |
| All | -15.1% | -23.2% | +8.1% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling