+146.9%
CIFR vs ACWI
+76.1%
+70.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.2% | +7.7% | +4.7% |
| 7D | +9.4% | -0.7% | +10.0% | +13.2% |
| 30D | -45.3% | -2.0% | -43.3% | -40.5% |
| 3M | -58.7% | -2.2% | -56.5% | -54.2% |
| 6M | -64.9% | +1.9% | -66.8% | -65.5% |
| YTD | -51.8% | +12.0% | -63.8% | -64.3% |
| 1Y | -61.9% | +12.5% | -74.4% | -71.9% |
| All | +146.9% | +76.1% | +70.8% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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