+43.8%
CIFR vs ALAB
+262.8%
-219.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +6.3% | +11.7% | +14.9% |
| 7D | -10.2% | -26.3% | +16.1% | +4.6% |
| 30D | -55.0% | -50.1% | -4.9% | -36.7% |
| 3M | -64.1% | -42.5% | -21.6% | -53.0% |
| 6M | -70.1% | -10.8% | -59.3% | -68.5% |
| YTD | -55.7% | +14.6% | -70.3% | -59.3% |
| 1Y | -69.9% | +17.1% | -87.0% | -72.6% |
| All | +43.8% | +262.8% | -219.0% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling