-21.0%
CIFR vs AFL
+149.6%
-170.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -4.9% | -4.1% |
| 7D | +4.8% | +2.9% | +2.0% | +4.5% |
| 30D | -31.0% | +8.0% | -38.9% | -31.8% |
| 3M | -58.7% | +5.9% | -64.6% | -59.1% |
| 6M | -67.7% | +11.6% | -79.3% | -68.6% |
| YTD | -53.5% | +17.5% | -71.1% | -55.8% |
| 1Y | -54.1% | +13.3% | -67.3% | -55.8% |
| 3Y | +138.2% | +67.0% | +71.2% | +109.3% |
| All | -21.0% | +149.6% | -170.6% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling