-31.2%
CIFR vs ABT
+14.4%
-45.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +4.0% |
| 7D | -0.7% | +0.3% | -1.0% | -1.1% |
| 30D | -49.6% | +11.6% | -61.3% | -51.2% |
| 3M | -60.4% | +3.1% | -63.5% | -61.0% |
| 6M | -66.9% | +32.8% | -99.7% | -70.6% |
| YTD | -53.9% | -9.6% | -44.3% | -51.9% |
| 1Y | -67.1% | -10.4% | -56.7% | -65.8% |
| 3Y | +118.3% | +25.8% | +92.4% | +80.2% |
| 5Y | -26.9% | -3.4% | -23.4% | -32.0% |
| All | -31.2% | +14.4% | -45.6% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling