-33.1%
CIFR vs AFRM
-25.2%
-7.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.2% | +4.1% |
| 7D | -0.7% | -7.5% | +6.8% | +2.0% |
| 30D | -49.6% | -15.7% | -33.9% | -46.0% |
| 3M | -60.4% | -9.6% | -50.8% | -59.2% |
| 6M | -66.9% | +6.3% | -73.1% | -68.3% |
| YTD | -53.9% | -8.6% | -45.3% | -53.6% |
| 1Y | -67.1% | -7.6% | -59.5% | -67.0% |
| 3Y | +118.3% | +173.7% | -55.4% | +39.5% |
| 5Y | -26.9% | -56.9% | +30.0% | -55.9% |
| All | -33.1% | -25.2% | -7.9% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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