+70.2%
CIFR vs AKAM
-3.0%
+73.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.9% |
| 7D | -5.0% | +1.5% | -6.5% | -6.0% |
| 30D | -5.7% | -13.0% | +7.3% | +1.2% |
| 3M | -25.5% | -19.4% | -6.2% | -17.4% |
| 6M | +19.4% | +0.3% | +19.1% | +15.1% |
| YTD | +14.2% | +22.4% | -8.2% | -2.2% |
| 1Y | +69.0% | +34.8% | +34.2% | +35.2% |
| 3Y | +503.9% | +1.9% | +502.0% | +439.4% |
| 5Y | +27.7% | -4.6% | +32.2% | +13.6% |
| All | +70.2% | -3.0% | +73.2% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 10y: compounded portfolio wealth divided by compounded AKAM 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…
10y analysis · Full analysis span regression · 6 months rolling