+51.0%
CIFR vs ACM
+5.0%
+46.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.4% |
| 7D | +16.9% | -3.7% | +20.7% | +20.3% |
| 30D | -5.2% | -11.1% | +5.9% | +1.5% |
| 3M | -30.6% | -8.0% | -22.6% | -28.8% |
| 6M | +10.6% | -29.7% | +40.3% | +43.9% |
| YTD | +20.2% | -29.4% | +49.6% | +52.2% |
| 1Y | +139.7% | -46.4% | +186.2% | +292.4% |
| 3Y | +489.4% | -22.3% | +511.7% | +613.5% |
| All | +51.0% | +5.0% | +46.0% | +42.4% |
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 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