-28.2%
CIFR vs AEP
+75.5%
-103.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.1% | +7.8% | +8.9% |
| 7D | +9.4% | +0.7% | +8.6% | +9.4% |
| 30D | -45.3% | +4.8% | -50.1% | -45.4% |
| 3M | -58.7% | +5.4% | -64.0% | -58.7% |
| 6M | -64.9% | +0.4% | -65.3% | -65.0% |
| YTD | -51.8% | +15.5% | -67.3% | -51.9% |
| 1Y | -61.9% | +8.5% | -70.4% | -61.9% |
| 3Y | +138.6% | +84.6% | +54.0% | +120.7% |
| 5Y | -13.0% | +86.9% | -99.9% | -18.8% |
| All | -28.2% | +75.5% | -103.6% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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