-71.1%
CIFR vs ALC
+4.2%
-75.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +6.8% | -26.8% | -17.4% |
| 7D | -26.7% | +10.7% | -37.4% | -23.9% |
| 30D | -58.0% | +20.2% | -78.2% | -55.9% |
| 3M | -68.1% | +8.9% | -77.0% | -66.8% |
| 6M | -63.7% | +5.7% | -69.4% | -61.0% |
| YTD | -56.0% | -1.4% | -54.5% | -50.1% |
| 1Y | -71.1% | +4.7% | -75.8% | -66.8% |
| All | -71.1% | +4.2% | -75.3% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling