+138.2%
CIFR vs AKAM
-22.7%
+160.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.7% | -3.3% |
| 7D | +4.8% | +2.8% | +2.0% | +3.1% |
| 30D | -31.0% | -6.9% | -24.1% | -28.0% |
| 3M | -58.7% | -31.8% | -26.9% | -49.8% |
| 6M | -67.7% | -47.0% | -20.7% | -56.2% |
| YTD | -53.5% | -2.1% | -51.4% | -54.9% |
| 1Y | -54.1% | -3.7% | -50.4% | -55.0% |
| 3Y | +138.2% | -23.0% | +161.2% | +98.8% |
| All | +138.2% | -22.7% | +160.9% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling