-15.6%
CIFR vs ALK
-27.8%
+12.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.2% | +10.1% | +9.7% |
| 7D | +9.4% | +2.6% | +6.8% | +7.7% |
| 30D | -45.3% | +7.8% | -53.1% | -49.5% |
| 3M | -58.7% | -15.2% | -43.5% | -54.8% |
| 6M | -64.9% | +5.0% | -70.0% | -67.8% |
| YTD | -51.8% | -18.4% | -33.4% | -47.1% |
| 1Y | -61.9% | -2.4% | -59.5% | -63.5% |
| 3Y | +138.6% | +19.8% | +118.8% | +89.3% |
| All | -15.6% | -27.8% | +12.2% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling