+79.6%
CIFR vs ABNB
+24.6%
+54.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +3.1% |
| 7D | +16.9% | -4.0% | +20.9% | +19.6% |
| 30D | -5.2% | +19.3% | -24.5% | -17.1% |
| 3M | -30.6% | +36.1% | -66.6% | -44.9% |
| 6M | +10.6% | +34.2% | -23.6% | -11.5% |
| YTD | +20.2% | +34.1% | -13.9% | -4.8% |
| 1Y | +139.7% | +45.1% | +94.6% | +79.3% |
| 3Y | +489.4% | +37.1% | +452.3% | +366.8% |
| 5Y | +54.4% | +15.2% | +39.2% | +23.0% |
| All | +79.6% | +24.6% | +54.9% | +45.4% |
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