+289.9%
CIFR vs ALAB
+490.6%
-200.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.8% | -7.6% | -2.4% |
| 7D | +16.9% | +7.2% | +9.7% | +13.2% |
| 30D | -5.2% | -2.5% | -2.7% | -3.9% |
| 3M | -30.6% | -13.3% | -17.3% | -27.0% |
| 6M | +10.6% | +172.8% | -162.2% | -30.7% |
| YTD | +20.2% | +86.6% | -66.4% | -12.8% |
| 1Y | +139.7% | +65.2% | +74.6% | +77.7% |
| All | +289.9% | +490.6% | -200.7% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling