-29.5%
CIFR vs ALB
-61.7%
+32.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.9% | +17.0% | +17.5% |
| 7D | -10.2% | +9.1% | -19.3% | -15.0% |
| 30D | -55.0% | -3.4% | -51.6% | -54.5% |
| 3M | -64.1% | -20.6% | -43.5% | -60.6% |
| 6M | -70.1% | -48.2% | -22.0% | -59.3% |
| YTD | -55.7% | -29.2% | -26.4% | -50.4% |
| 1Y | -69.9% | +10.0% | -79.9% | -74.3% |
| 3Y | +68.7% | -12.9% | +81.6% | +46.1% |
| All | -29.5% | -61.7% | +32.3% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling