-31.2%
CIFR vs ALC
+24.7%
-56.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.8% | +3.9% |
| 7D | -0.7% | +2.1% | -2.8% | -3.0% |
| 30D | -49.6% | +17.2% | -66.8% | -54.8% |
| 3M | -60.4% | +4.6% | -65.0% | -62.3% |
| 6M | -66.9% | +20.1% | -87.0% | -72.0% |
| YTD | -53.9% | -4.2% | -49.7% | -54.4% |
| 1Y | -67.1% | +2.1% | -69.2% | -69.2% |
| 3Y | +118.3% | +4.5% | +113.8% | +93.3% |
| 5Y | -26.9% | -12.3% | -14.5% | -32.8% |
| All | -31.2% | +24.7% | -56.0% | -37.5% |
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