+138.2%
CIFR vs ALC
+4.4%
+133.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.2% | -7.2% | -4.7% |
| 7D | +4.8% | -1.1% | +5.9% | +5.0% |
| 30D | -31.0% | +16.0% | -47.0% | -35.0% |
| 3M | -58.7% | +0.8% | -59.5% | -59.2% |
| 6M | -67.7% | +16.8% | -84.5% | -70.9% |
| YTD | -53.5% | -5.5% | -48.0% | -52.4% |
| 1Y | -54.1% | -5.3% | -48.8% | -53.2% |
| 3Y | +138.2% | +4.1% | +134.1% | +125.0% |
| All | +138.2% | +4.4% | +133.8% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling