-34.0%
CIFR vs ABT
+14.4%
-48.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -19.6% | +1.0% | -20.6% | -20.0% |
| 30D | -51.7% | +11.6% | -63.3% | -53.2% |
| 3M | -60.0% | +2.3% | -62.3% | -60.6% |
| 6M | -68.2% | +32.7% | -101.0% | -71.8% |
| YTD | -55.8% | -9.6% | -46.1% | -53.9% |
| 1Y | -66.8% | -10.1% | -56.7% | -65.5% |
| 3Y | +119.1% | +25.2% | +93.9% | +81.5% |
| 5Y | -25.3% | -4.5% | -20.7% | -30.3% |
| All | -34.0% | +14.4% | -48.4% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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