+505.7%
CIFR vs ABNB
+16.0%
+489.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.8% | -5.9% | -7.0% |
| 7D | +11.3% | -7.4% | +18.8% | +16.7% |
| 30D | +3.5% | -8.2% | +11.6% | +7.8% |
| 3M | -26.6% | +29.1% | -55.8% | -43.2% |
| 6M | +18.1% | +26.6% | -8.5% | -7.3% |
| YTD | +14.5% | +25.0% | -10.5% | -10.4% |
| 1Y | +83.3% | +37.0% | +46.3% | +30.8% |
| All | +505.7% | +16.0% | +489.7% | +454.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling