+68.7%
CIFR vs ACWI
+70.3%
-1.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | 0.0% | +18.0% | +18.1% |
| 7D | -10.2% | -2.4% | -7.9% | -3.1% |
| 30D | -55.0% | -5.2% | -49.9% | -44.9% |
| 3M | -64.1% | -4.8% | -59.2% | -56.2% |
| 6M | -70.1% | -1.3% | -68.8% | -67.1% |
| YTD | -55.7% | +8.4% | -64.0% | -63.1% |
| 1Y | -69.9% | +11.0% | -80.9% | -76.8% |
| 3Y | +68.7% | +70.6% | -1.9% | -59.1% |
| All | +68.7% | +70.3% | -1.7% | -59.1% |
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