+79.2%
CIFR vs AFL
+264.5%
-185.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | +16.9% | +0.6% | +16.3% | +16.8% |
| 30D | -5.2% | -6.2% | +1.0% | -4.0% |
| 3M | -30.6% | +2.2% | -32.7% | -31.4% |
| 6M | +10.6% | +5.3% | +5.3% | +8.2% |
| YTD | +20.2% | +8.0% | +12.2% | +16.1% |
| 1Y | +139.7% | +10.2% | +129.5% | +129.3% |
| 3Y | +489.4% | +67.1% | +422.3% | +420.5% |
| 5Y | +54.4% | +135.6% | -81.2% | +19.8% |
| All | +79.2% | +264.5% | -185.3% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling