+72.7%
CIFR vs ADVB
-97.5%
+170.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +4.2% | +13.7% | +17.5% |
| 7D | -10.2% | -13.9% | +3.7% | -8.4% |
| 30D | -55.0% | -68.1% | +13.1% | -49.8% |
| 3M | -64.1% | -73.4% | +9.3% | -59.9% |
| 6M | -70.1% | -70.8% | +0.7% | -69.4% |
| YTD | -55.7% | -66.1% | +10.4% | -56.3% |
| 1Y | -69.9% | -77.5% | +7.6% | -69.0% |
| All | +72.7% | -97.5% | +170.2% | +136.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling