-28.0%
CIFR vs ABNB
+24.1%
-52.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -3.1% | +12.0% | +10.6% |
| 7D | +9.4% | +2.7% | +6.7% | +8.4% |
| 30D | -45.3% | +10.8% | -56.1% | -48.9% |
| 3M | -58.7% | -2.1% | -56.6% | -59.2% |
| 6M | -64.9% | +32.2% | -97.1% | -72.2% |
| YTD | -51.8% | +33.5% | -85.3% | -62.3% |
| 1Y | -61.9% | +47.8% | -109.7% | -72.3% |
| 3Y | +138.6% | +53.3% | +85.3% | +75.8% |
| 5Y | -13.0% | -5.5% | -7.5% | -30.9% |
| All | -28.0% | +24.1% | -52.1% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling