-71.1%
CIFR vs ACM
-46.6%
-24.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.9% | -22.9% | -20.2% |
| 7D | -26.7% | +9.5% | -36.2% | -27.4% |
| 30D | -58.0% | +14.7% | -72.7% | -58.7% |
| 3M | -68.1% | -9.5% | -58.6% | -67.0% |
| 6M | -63.7% | -18.0% | -45.6% | -60.4% |
| YTD | -56.0% | -27.3% | -28.7% | -49.8% |
| 1Y | -71.1% | -47.0% | -24.1% | -66.1% |
| All | -71.1% | -46.6% | -24.6% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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