-71.1%
CIFR vs ACGL
+28.7%
-99.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.7% | -22.6% | -14.5% |
| 7D | -26.7% | +8.0% | -34.7% | -13.0% |
| 30D | -58.0% | +17.3% | -75.3% | -41.4% |
| 3M | -68.1% | +11.2% | -79.3% | -59.5% |
| 6M | -63.7% | +18.2% | -81.9% | -45.6% |
| YTD | -56.0% | +15.4% | -71.3% | -34.6% |
| 1Y | -71.1% | +26.5% | -97.7% | -49.1% |
| All | -71.1% | +28.7% | -99.8% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling