-34.0%
CIFR vs ACM
+60.3%
-94.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.5% |
| 7D | -19.6% | +6.6% | -26.2% | -22.9% |
| 30D | -51.7% | +19.8% | -71.5% | -57.1% |
| 3M | -60.0% | -3.1% | -56.9% | -60.2% |
| 6M | -68.2% | -11.5% | -56.7% | -66.9% |
| YTD | -55.8% | -24.7% | -31.1% | -48.4% |
| 1Y | -66.8% | -45.1% | -21.7% | -50.7% |
| 3Y | +119.1% | -8.9% | +128.0% | +139.6% |
| 5Y | -25.3% | +5.4% | -30.7% | -24.8% |
| All | -34.0% | +60.3% | -94.3% | -36.0% |
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