+87.0%
CIFR vs ALB
+48.2%
+38.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.1% |
| 7D | +26.7% | -4.4% | +31.1% | +28.9% |
| 30D | +7.7% | -1.2% | +8.9% | +7.0% |
| 3M | -23.8% | -13.3% | -10.5% | -19.8% |
| 6M | +35.9% | -19.8% | +55.7% | +44.9% |
| YTD | +25.4% | -7.9% | +33.3% | +24.3% |
| 1Y | +139.8% | +60.2% | +79.6% | +74.3% |
| 3Y | +515.0% | -26.4% | +541.4% | +494.8% |
| 5Y | +52.1% | -42.5% | +94.6% | +59.6% |
| All | +87.0% | +48.2% | +38.8% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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