-33.9%
CIFR vs ACGL
+272.2%
-306.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -3.0% | +20.9% | +17.5% |
| 7D | -10.2% | +0.9% | -11.1% | -10.0% |
| 30D | -55.0% | +13.7% | -68.8% | -54.3% |
| 3M | -64.1% | +8.0% | -72.1% | -63.6% |
| 6M | -70.1% | +13.3% | -83.4% | -69.7% |
| YTD | -55.7% | +11.8% | -67.5% | -55.1% |
| 1Y | -69.9% | +22.2% | -92.1% | -69.8% |
| 3Y | +68.7% | +32.5% | +36.2% | +70.1% |
| 5Y | -26.2% | +160.2% | -186.4% | -35.3% |
| All | -33.9% | +272.2% | -306.1% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling