+68.7%
CIFR vs ACGL
+31.5%
+37.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -3.0% | +20.9% | +16.8% |
| 7D | -10.2% | +0.9% | -11.1% | -9.6% |
| 30D | -55.0% | +13.7% | -68.8% | -53.1% |
| 3M | -64.1% | +8.0% | -72.1% | -62.9% |
| 6M | -70.1% | +13.3% | -83.4% | -68.8% |
| YTD | -55.7% | +11.8% | -67.5% | -54.0% |
| 1Y | -69.9% | +22.2% | -92.1% | -69.5% |
| 3Y | +68.7% | +32.5% | +36.2% | +68.8% |
| All | +68.7% | +31.5% | +37.2% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling