+61.0%
CIFR vs AIG
+181.9%
-120.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -8.2% | -2.4% | -5.9% | -7.9% |
| 30D | -7.4% | -2.9% | -4.4% | -6.9% |
| 3M | -24.2% | +0.8% | -25.0% | -24.9% |
| 6M | +14.2% | -2.7% | +16.8% | +13.8% |
| YTD | +8.0% | -11.2% | +19.2% | +10.0% |
| 1Y | +55.5% | -1.5% | +57.0% | +52.8% |
| 3Y | +429.6% | +34.4% | +395.2% | +387.8% |
| 5Y | +20.8% | +54.4% | -33.7% | +7.7% |
| All | +61.0% | +181.9% | -120.9% | +41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling