-64.4%
CIFR vs AIG
+9.7%
-74.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | -0.1% |
| 7D | +28.8% | +2.0% | +26.8% | +35.1% |
| 30D | -36.9% | +6.3% | -43.3% | -27.2% |
| 3M | -60.0% | +9.2% | -69.2% | -51.6% |
| 6M | -64.4% | +9.5% | -73.9% | -54.9% |
| All | -64.4% | +9.7% | -74.1% | -54.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling