-28.2%
CIFR vs ABT
+13.1%
-41.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.1% | +9.9% | +9.0% |
| 7D | +9.4% | -5.4% | +14.8% | +10.3% |
| 30D | -45.3% | +8.0% | -53.3% | -46.6% |
| 3M | -58.7% | +0.2% | -58.9% | -59.1% |
| 6M | -64.9% | +34.1% | -99.1% | -69.1% |
| YTD | -51.8% | -10.6% | -41.2% | -49.7% |
| 1Y | -61.9% | -11.8% | -50.1% | -60.2% |
| 3Y | +138.6% | +23.9% | +114.7% | +97.9% |
| 5Y | -13.0% | -5.1% | -7.8% | -18.8% |
| All | -28.2% | +13.1% | -41.3% | -34.5% |
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