-71.1%
CIFR vs ABNB
+40.5%
-111.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +5.6% | -25.6% | -18.6% |
| 7D | -26.7% | +6.2% | -32.9% | -25.4% |
| 30D | -58.0% | +7.5% | -65.5% | -57.1% |
| 3M | -68.1% | +17.6% | -85.7% | -67.8% |
| 6M | -63.7% | +27.0% | -90.7% | -64.4% |
| YTD | -56.0% | +30.0% | -85.9% | -58.4% |
| 1Y | -71.1% | +44.2% | -115.3% | -72.7% |
| All | -71.1% | +40.5% | -111.7% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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