+138.2%
CIFR vs ACM
-9.1%
+147.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.6% | -4.5% |
| 7D | +4.8% | +5.6% | -0.8% | +0.6% |
| 30D | -31.0% | +20.8% | -51.8% | -40.5% |
| 3M | -58.7% | +11.4% | -70.1% | -62.7% |
| 6M | -67.7% | +0.9% | -68.6% | -69.7% |
| YTD | -53.5% | -24.8% | -28.7% | -42.1% |
| 1Y | -54.1% | -46.4% | -7.6% | -11.0% |
| 3Y | +138.2% | -9.2% | +147.4% | +161.4% |
| All | +138.2% | -9.1% | +147.3% | +161.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling