+29.3%
CIFR vs AIG
+53.4%
-24.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -27.9% |
| 6M | +18.1% | -2.1% | +20.2% | +17.3% |
| YTD | +14.5% | -11.2% | +25.7% | +17.4% |
| 1Y | +83.3% | -2.1% | +85.4% | +79.1% |
| 3Y | +461.5% | +34.4% | +427.1% | +394.6% |
| 5Y | +29.3% | +53.7% | -24.4% | +6.6% |
| All | +29.3% | +53.4% | -24.1% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling