+72.3%
CIFR vs ADVB
-97.4%
+169.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -4.4% |
| 7D | -19.6% | -4.1% | -15.5% | -19.0% |
| 30D | -51.7% | -60.3% | +8.6% | -47.1% |
| 3M | -60.0% | -73.3% | +13.3% | -55.2% |
| 6M | -68.2% | -65.9% | -2.3% | -68.0% |
| YTD | -55.8% | -63.9% | +8.1% | -56.7% |
| 1Y | -66.8% | -74.1% | +7.4% | -66.4% |
| All | +72.3% | -97.4% | +169.7% | +133.7% |
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