-29.5%
CIFR vs ACM
-2.7%
-26.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | 0.0% | +17.9% | +17.9% |
| 7D | -10.2% | +5.4% | -15.6% | -14.0% |
| 30D | -55.0% | +15.1% | -70.2% | -59.8% |
| 3M | -64.1% | -10.5% | -53.6% | -62.1% |
| 6M | -70.1% | -19.7% | -50.4% | -66.0% |
| YTD | -55.7% | -28.8% | -26.8% | -44.5% |
| 1Y | -69.9% | -47.9% | -22.0% | -49.2% |
| 3Y | +68.7% | -12.4% | +81.0% | +86.0% |
| All | -29.5% | -2.7% | -26.7% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling