+79.2%
CIFR vs AEM
+194.2%
-115.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.6% |
| 7D | +16.9% | -0.5% | +17.5% | +17.4% |
| 30D | -5.2% | +24.0% | -29.2% | -12.8% |
| 3M | -30.6% | +16.1% | -46.7% | -34.6% |
| 6M | +10.6% | -11.6% | +22.2% | +14.7% |
| YTD | +20.2% | +21.5% | -1.4% | +12.7% |
| 1Y | +139.7% | +39.2% | +100.5% | +116.3% |
| 3Y | +489.4% | +347.4% | +141.9% | +270.6% |
| 5Y | +54.4% | +290.1% | -235.7% | -4.1% |
| All | +79.2% | +194.2% | -115.0% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling