+79.2%
CIFR vs ALC
+17.0%
+62.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +3.4% |
| 7D | +16.9% | -2.1% | +19.0% | +18.4% |
| 30D | -5.2% | -0.1% | -5.1% | -5.8% |
| 3M | -30.6% | +5.9% | -36.5% | -34.9% |
| 6M | +10.6% | -15.9% | +26.5% | +21.4% |
| YTD | +20.2% | -10.1% | +30.3% | +25.6% |
| 1Y | +139.7% | -10.2% | +150.0% | +147.5% |
| 3Y | +489.4% | -13.6% | +502.9% | +508.9% |
| 5Y | +54.4% | -15.1% | +69.5% | +49.8% |
| All | +79.2% | +17.0% | +62.1% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling