-21.0%
CIFR vs AEM
+252.0%
-272.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +4.8% | -6.8% | +11.7% | +8.0% |
| 30D | -31.0% | +0.8% | -31.8% | -32.2% |
| 3M | -58.7% | -0.8% | -57.9% | -58.8% |
| 6M | -67.7% | -8.5% | -59.2% | -66.9% |
| YTD | -53.5% | +5.9% | -59.5% | -54.6% |
| 1Y | -54.1% | +6.6% | -60.7% | -55.2% |
| 3Y | +138.2% | +302.2% | -164.0% | +38.4% |
| All | -21.0% | +252.0% | -272.9% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling