+70.7%
CIFR vs ACM
+44.5%
+26.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.1% | -5.6% | -6.7% |
| 7D | +11.3% | -3.7% | +15.0% | +14.2% |
| 30D | +3.5% | -12.7% | +16.2% | +10.9% |
| 3M | -26.6% | -9.8% | -16.8% | -24.1% |
| 6M | +18.1% | -31.4% | +49.5% | +49.7% |
| YTD | +14.5% | -32.1% | +46.6% | +43.9% |
| 1Y | +83.3% | -47.8% | +131.1% | +181.9% |
| 3Y | +461.5% | -22.1% | +483.5% | +578.6% |
| 5Y | +29.3% | +1.8% | +27.5% | +39.4% |
| All | +70.7% | +44.5% | +26.2% | +78.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling