-33.9%
CIFR vs ACM
+51.5%
-85.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | 0.0% | +17.9% | +17.9% |
| 7D | -10.2% | +5.4% | -15.6% | -13.4% |
| 30D | -55.0% | +15.1% | -70.2% | -59.1% |
| 3M | -64.1% | -10.5% | -53.6% | -62.4% |
| 6M | -70.1% | -19.7% | -50.4% | -66.7% |
| YTD | -55.7% | -28.8% | -26.8% | -46.4% |
| 1Y | -69.9% | -47.9% | -22.0% | -53.8% |
| 3Y | +68.7% | -12.4% | +81.0% | +89.2% |
| 5Y | -26.2% | +0.6% | -26.8% | -23.2% |
| All | -33.9% | +51.5% | -85.4% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling