+74.3%
CIFR vs AFRM
-20.4%
+94.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.8% | +3.2% |
| 7D | +16.9% | -7.0% | +23.9% | +20.4% |
| 30D | -5.2% | -7.8% | +2.6% | -2.8% |
| 3M | -30.6% | +5.3% | -35.9% | -32.7% |
| 6M | +10.6% | +42.6% | -32.0% | -6.2% |
| YTD | +20.2% | -2.8% | +23.0% | +18.3% |
| 1Y | +139.7% | -19.3% | +159.0% | +153.6% |
| 3Y | +489.4% | +231.0% | +258.4% | +243.5% |
| 5Y | +54.4% | -22.2% | +76.6% | -8.7% |
| All | +74.3% | -20.4% | +94.7% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling