+505.7%
CIFR vs AIG
+33.4%
+472.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.5% | -9.2% | -8.8% |
| 7D | +11.3% | -1.4% | +12.8% | +11.7% |
| 30D | +3.5% | -3.3% | +6.8% | +4.2% |
| 3M | -26.6% | +2.2% | -28.8% | -28.3% |
| 6M | +18.1% | -2.1% | +20.2% | +17.0% |
| YTD | +14.5% | -11.2% | +25.7% | +19.5% |
| 1Y | +83.3% | -2.1% | +85.4% | +76.6% |
| All | +505.7% | +33.4% | +472.4% | +254.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling