+79.2%
CIFR vs AIG
+186.3%
-107.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +3.0% | +2.3% |
| 7D | +16.9% | -0.9% | +17.9% | +17.2% |
| 30D | -5.2% | -4.9% | -0.3% | -4.3% |
| 3M | -30.6% | +4.5% | -35.0% | -31.9% |
| 6M | +10.6% | -1.4% | +12.0% | +10.0% |
| YTD | +20.2% | -9.8% | +30.0% | +22.1% |
| 1Y | +139.7% | -4.5% | +144.3% | +138.3% |
| 3Y | +489.4% | +37.4% | +451.9% | +440.8% |
| 5Y | +54.4% | +55.0% | -0.6% | +37.3% |
| All | +79.2% | +186.3% | -107.2% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling