+487.4%
CIFR vs ALK
+2.1%
+485.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.0% |
| 7D | +16.9% | -0.7% | +17.6% | +17.5% |
| 30D | -5.2% | -19.2% | +14.0% | +10.5% |
| 3M | -30.6% | -1.5% | -29.0% | -31.2% |
| 6M | +10.6% | -13.1% | +23.6% | +19.6% |
| YTD | +20.2% | -16.4% | +36.6% | +33.1% |
| 1Y | +139.7% | -33.1% | +172.8% | +209.2% |
| All | +487.4% | +2.1% | +485.3% | +386.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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