-71.1%
CIFR vs AJG
+19.3%
-90.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +5.5% | -25.4% | -13.0% |
| 7D | -26.7% | +10.7% | -37.5% | -14.9% |
| 30D | -58.0% | +26.9% | -84.9% | -42.6% |
| 3M | -68.1% | +16.6% | -84.7% | -59.8% |
| 6M | -63.7% | +40.1% | -103.8% | -45.5% |
| YTD | -56.0% | +12.4% | -68.4% | -44.0% |
| 1Y | -71.1% | +15.9% | -87.0% | -62.6% |
| All | -71.1% | +19.3% | -90.5% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling