+79.2%
CIFR vs ACM
+50.3%
+28.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.4% |
| 7D | +16.9% | -3.7% | +20.7% | +19.9% |
| 30D | -5.2% | -11.1% | +5.9% | +0.5% |
| 3M | -30.6% | -8.0% | -22.6% | -28.9% |
| 6M | +10.6% | -29.7% | +40.3% | +38.1% |
| YTD | +20.2% | -29.4% | +49.6% | +47.1% |
| 1Y | +139.7% | -46.4% | +186.2% | +261.9% |
| 3Y | +489.4% | -22.3% | +511.7% | +608.0% |
| 5Y | +54.4% | +4.5% | +49.9% | +62.3% |
| All | +79.2% | +50.3% | +28.9% | +82.4% |
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 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