+505.7%
CIFR vs AEM
+344.0%
+161.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.4% | -9.1% | -8.9% |
| 7D | +11.3% | +3.0% | +8.3% | +9.9% |
| 30D | +3.5% | +12.5% | -9.0% | -1.8% |
| 3M | -26.6% | +26.9% | -53.6% | -34.8% |
| 6M | +18.1% | -9.4% | +27.5% | +21.4% |
| YTD | +14.5% | +20.3% | -5.8% | +7.1% |
| 1Y | +83.3% | +33.8% | +49.5% | +67.0% |
| All | +505.7% | +344.0% | +161.7% | +294.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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