-71.1%
CIFR vs AIG
+6.0%
-77.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +1.5% | -21.4% | -18.2% |
| 7D | -26.7% | +2.3% | -29.0% | -24.0% |
| 30D | -58.0% | +8.8% | -66.8% | -53.4% |
| 3M | -68.1% | +3.7% | -71.8% | -66.2% |
| 6M | -63.7% | +6.8% | -70.4% | -59.2% |
| YTD | -56.0% | -2.6% | -53.3% | -54.3% |
| 1Y | -71.1% | +3.7% | -74.9% | -67.5% |
| All | -71.1% | +6.0% | -77.1% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling