-33.9%
CIFR vs ALC
+24.4%
-58.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.1% | +20.0% | +19.0% |
| 7D | -10.2% | +4.9% | -15.1% | -13.7% |
| 30D | -55.0% | +19.0% | -74.0% | -60.0% |
| 3M | -64.1% | +7.8% | -71.8% | -66.5% |
| 6M | -70.1% | +14.6% | -84.7% | -73.9% |
| YTD | -55.7% | -4.4% | -51.2% | -56.1% |
| 1Y | -69.9% | +1.4% | -71.2% | -71.6% |
| 3Y | +68.7% | +2.5% | +66.2% | +51.7% |
| 5Y | -26.2% | -10.9% | -15.3% | -32.2% |
| All | -33.9% | +24.4% | -58.3% | -39.8% |
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 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