-64.1%
CIFR vs ALAB
-39.1%
-25.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +6.3% | +11.7% | +13.0% |
| 7D | -10.2% | -26.3% | +16.1% | +12.2% |
| 30D | -55.0% | -50.1% | -4.9% | -27.9% |
| 3M | -64.1% | -42.5% | -21.6% | -43.3% |
| All | -64.1% | -39.1% | -25.0% | -43.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling