-64.4%
CIFR vs ACGL
+16.1%
-80.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.7% |
| 7D | +28.8% | -1.2% | +30.0% | +26.2% |
| 30D | -36.9% | +12.8% | -49.7% | -14.4% |
| 3M | -60.0% | +12.3% | -72.3% | -45.8% |
| 6M | -64.4% | +15.8% | -80.2% | -44.0% |
| All | -64.4% | +16.1% | -80.4% | -44.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling