+79.2%
CIFR vs ALK
+4.2%
+75.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.2% |
| 7D | +16.9% | -0.7% | +17.6% | +17.4% |
| 30D | -5.2% | -19.2% | +14.0% | +7.9% |
| 3M | -30.6% | -1.5% | -29.0% | -30.8% |
| 6M | +10.6% | -13.1% | +23.6% | +18.7% |
| YTD | +20.2% | -16.4% | +36.6% | +31.7% |
| 1Y | +139.7% | -33.1% | +172.8% | +196.0% |
| 3Y | +489.4% | +0.6% | +488.7% | +471.7% |
| 5Y | +54.4% | -26.4% | +80.8% | +63.7% |
| All | +79.2% | +4.2% | +75.0% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling