+68.7%
CIFR vs AFRM
+203.8%
-135.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.2% | +20.2% | +19.2% |
| 7D | -10.2% | -7.3% | -2.9% | -7.1% |
| 30D | -55.0% | -9.6% | -45.5% | -52.7% |
| 3M | -64.1% | -11.1% | -53.0% | -62.4% |
| 6M | -70.1% | +3.9% | -74.0% | -71.7% |
| YTD | -55.7% | -8.5% | -47.2% | -55.8% |
| 1Y | -69.9% | +3.3% | -73.1% | -72.3% |
| 3Y | +68.7% | +213.7% | -145.0% | -3.4% |
| All | +68.7% | +203.8% | -135.1% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling