-15.1%
CIFR vs AFRM
-55.6%
+40.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +2.1% |
| 7D | +28.8% | -5.5% | +34.3% | +32.5% |
| 30D | -36.9% | -15.5% | -21.5% | -31.4% |
| 3M | -60.0% | -10.3% | -49.7% | -58.4% |
| 6M | -64.4% | +0.6% | -65.0% | -65.4% |
| YTD | -51.6% | -11.5% | -40.0% | -50.7% |
| 1Y | -58.9% | -16.6% | -42.3% | -56.7% |
| 3Y | +139.9% | +193.5% | -53.6% | +23.2% |
| 5Y | -15.1% | -55.8% | +40.7% | -44.0% |
| All | -15.1% | -55.6% | +40.5% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling