+87.0%
CIFR vs ACM
+49.1%
+37.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.2% | +4.9% |
| 7D | +26.7% | -0.3% | +27.0% | +27.0% |
| 30D | +7.7% | -12.9% | +20.7% | +15.9% |
| 3M | -23.8% | -6.4% | -17.4% | -23.2% |
| 6M | +35.9% | -29.2% | +65.1% | +68.6% |
| YTD | +25.4% | -29.9% | +55.3% | +54.3% |
| 1Y | +139.8% | -47.3% | +187.0% | +266.1% |
| 3Y | +515.0% | -19.6% | +534.6% | +627.6% |
| 5Y | +52.1% | +5.5% | +46.6% | +60.5% |
| All | +87.0% | +49.1% | +37.9% | +91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling