+61.0%
CIFR vs AJG
+140.6%
-79.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.7% |
| 7D | -8.2% | -8.5% | +0.3% | -8.2% |
| 30D | -7.4% | -3.8% | -3.6% | -7.4% |
| 3M | -24.2% | +10.8% | -35.0% | -26.4% |
| 6M | +14.2% | +15.6% | -1.4% | +9.3% |
| YTD | +8.0% | -5.1% | +13.1% | +8.6% |
| 1Y | +55.5% | -16.0% | +71.5% | +63.6% |
| 3Y | +429.6% | +9.7% | +419.8% | +392.5% |
| 5Y | +20.8% | +77.8% | -57.1% | -11.4% |
| All | +61.0% | +140.6% | -79.6% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling