-31.2%
CIFR vs ALB
+13.7%
-45.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.2% | +4.1% |
| 7D | -0.7% | +9.5% | -10.2% | -5.8% |
| 30D | -49.6% | -2.1% | -47.5% | -49.4% |
| 3M | -60.4% | -24.1% | -36.2% | -55.8% |
| 6M | -66.9% | -51.0% | -15.9% | -54.8% |
| YTD | -53.9% | -29.3% | -24.5% | -48.7% |
| 1Y | -67.1% | +3.2% | -70.3% | -70.1% |
| 3Y | +118.3% | -9.3% | +127.6% | +91.0% |
| 5Y | -26.9% | -61.6% | +34.8% | -11.2% |
| All | -31.2% | +13.7% | -45.0% | -24.5% |
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