+61.3%
CIFR vs ABNB
+14.8%
+46.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.2% | -4.5% | -5.0% |
| 7D | -8.2% | -9.5% | +1.3% | -3.0% |
| 30D | -7.4% | -9.4% | +2.0% | -3.1% |
| 3M | -24.2% | +29.9% | -54.0% | -38.5% |
| 6M | +14.2% | +26.6% | -12.4% | -5.8% |
| YTD | +8.0% | +23.5% | -15.5% | -10.4% |
| 1Y | +55.5% | +35.8% | +19.7% | +20.7% |
| 3Y | +429.6% | +15.0% | +414.6% | +363.2% |
| 5Y | +20.8% | +1.5% | +19.3% | +0.9% |
| All | +61.3% | +14.8% | +46.5% | +36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling