+79.2%
CIFR vs ACWI
+118.4%
-39.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.2% |
| 7D | +16.9% | +0.5% | +16.4% | +16.0% |
| 30D | -5.2% | +0.9% | -6.1% | -6.8% |
| 3M | -30.6% | +2.4% | -33.0% | -32.8% |
| 6M | +10.6% | +12.4% | -1.8% | -12.0% |
| YTD | +20.2% | +15.2% | +5.0% | -8.2% |
| 1Y | +139.7% | +22.7% | +117.0% | +62.4% |
| 3Y | +489.4% | +75.8% | +413.6% | +127.5% |
| 5Y | +54.4% | +67.7% | -13.3% | -36.6% |
| All | +79.2% | +118.4% | -39.2% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling