+87.0%
CIFR vs ALC
+14.8%
+72.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +5.5% |
| 7D | +26.7% | -3.7% | +30.4% | +29.3% |
| 30D | +7.7% | -3.7% | +11.5% | +9.5% |
| 3M | -23.8% | +4.6% | -28.3% | -28.0% |
| 6M | +35.9% | -14.6% | +50.5% | +46.9% |
| YTD | +25.4% | -11.9% | +37.3% | +32.4% |
| 1Y | +139.8% | -13.1% | +152.9% | +152.7% |
| 3Y | +515.0% | -15.0% | +529.9% | +540.7% |
| 5Y | +52.1% | -16.2% | +68.3% | +49.2% |
| All | +87.0% | +14.8% | +72.2% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling