-30.7%
CIFR vs AFL
+296.8%
-327.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -4.9% | -4.2% |
| 7D | +4.8% | +2.9% | +2.0% | +4.4% |
| 30D | -31.0% | +8.0% | -38.9% | -31.9% |
| 3M | -58.7% | +5.9% | -64.6% | -59.2% |
| 6M | -67.7% | +11.6% | -79.3% | -68.7% |
| YTD | -53.5% | +17.5% | -71.1% | -55.8% |
| 1Y | -54.1% | +13.3% | -67.3% | -55.9% |
| 3Y | +138.2% | +67.0% | +71.2% | +108.7% |
| 5Y | -18.5% | +150.6% | -169.2% | -37.4% |
| All | -30.7% | +296.8% | -327.5% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling