-34.0%
CIFR vs ACGL
+278.7%
-312.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.1% | -4.0% |
| 7D | -19.6% | +1.3% | -20.8% | -19.3% |
| 30D | -51.7% | +14.2% | -65.9% | -50.9% |
| 3M | -60.0% | +11.1% | -71.1% | -59.4% |
| 6M | -68.2% | +16.4% | -84.6% | -67.7% |
| YTD | -55.8% | +13.8% | -69.5% | -55.1% |
| 1Y | -66.8% | +21.6% | -88.3% | -66.5% |
| 3Y | +119.1% | +33.5% | +85.6% | +121.5% |
| 5Y | -25.3% | +174.8% | -200.1% | -34.6% |
| All | -34.0% | +278.7% | -312.7% | -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