+505.7%
CIFR vs AFL
+62.8%
+443.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.4% | -8.3% | -8.6% |
| 7D | +11.3% | -2.1% | +13.5% | +12.2% |
| 30D | +3.5% | -5.4% | +8.9% | +5.4% |
| 3M | -26.6% | -0.3% | -26.4% | -27.6% |
| 6M | +18.1% | +5.2% | +12.9% | +12.2% |
| YTD | +14.5% | +5.7% | +8.8% | +6.9% |
| 1Y | +83.3% | +10.2% | +73.1% | +64.1% |
| All | +505.7% | +62.8% | +443.0% | +228.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling