+79.7%
CIFR vs ADVB
-97.4%
+177.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +3.6% |
| 7D | -0.7% | -1.2% | +0.5% | -0.2% |
| 30D | -49.6% | -61.4% | +11.8% | -44.7% |
| 3M | -60.4% | -67.8% | +7.5% | -56.6% |
| 6M | -66.9% | -66.9% | 0.0% | -66.5% |
| YTD | -53.9% | -64.9% | +11.0% | -54.7% |
| 1Y | -67.1% | -74.8% | +7.7% | -66.6% |
| All | +79.7% | -97.4% | +177.1% | +144.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling