+79.2%
CIFR vs ACGL
+240.4%
-161.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.9% | +2.0% |
| 7D | +16.9% | -0.7% | +17.7% | +16.9% |
| 30D | -5.2% | -1.0% | -4.2% | -5.2% |
| 3M | -30.6% | +11.0% | -41.6% | -30.4% |
| 6M | +10.6% | -0.3% | +10.9% | +10.9% |
| YTD | +20.2% | +2.3% | +17.9% | +20.1% |
| 1Y | +139.7% | +6.4% | +133.4% | +138.4% |
| 3Y | +489.4% | +34.0% | +455.4% | +484.2% |
| 5Y | +54.4% | +161.6% | -107.2% | +33.1% |
| All | +79.2% | +240.4% | -161.2% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling