+505.7%
CIFR vs AKAM
+4.6%
+501.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.9% | -13.6% | -11.1% |
| 7D | +11.3% | +5.4% | +5.9% | +8.2% |
| 30D | +3.5% | -5.9% | +9.4% | +6.6% |
| 3M | -26.6% | -19.6% | -7.0% | -18.8% |
| 6M | +18.1% | +8.5% | +9.6% | +9.8% |
| YTD | +14.5% | +26.9% | -12.4% | -3.1% |
| 1Y | +83.3% | +41.7% | +41.6% | +43.3% |
| All | +505.7% | +4.6% | +501.1% | +343.0% |
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