+306.8%
CIFR vs ALAB
+449.6%
-142.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.9% | +11.3% | +7.5% |
| 7D | +26.7% | +3.2% | +23.5% | +24.3% |
| 30D | +7.7% | -13.6% | +21.3% | +15.2% |
| 3M | -23.8% | -16.6% | -7.2% | -18.9% |
| 6M | +35.9% | +142.3% | -106.4% | -10.4% |
| YTD | +25.4% | +73.6% | -48.2% | -6.2% |
| 1Y | +139.8% | +33.7% | +106.1% | +93.8% |
| All | +306.8% | +449.6% | -142.7% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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