-66.8%
CIFR vs ACGL
+22.9%
-89.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.1% | -2.1% |
| 7D | -19.6% | +1.3% | -20.8% | -15.9% |
| 30D | -51.7% | +14.2% | -65.9% | -35.7% |
| 3M | -60.0% | +11.1% | -71.1% | -49.0% |
| 6M | -68.2% | +16.4% | -84.6% | -53.6% |
| YTD | -55.8% | +13.8% | -69.5% | -35.7% |
| 1Y | -66.8% | +21.6% | -88.3% | -46.8% |
| All | -66.8% | +22.9% | -89.7% | -46.8% |
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 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