-33.9%
CIFR vs ALK
-3.4%
-30.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.6% | +17.3% | +17.6% |
| 7D | -10.2% | +9.0% | -19.3% | -16.8% |
| 30D | -55.0% | -1.6% | -53.4% | -55.5% |
| 3M | -64.1% | -23.2% | -40.9% | -58.7% |
| 6M | -70.1% | -3.9% | -66.3% | -70.5% |
| YTD | -55.7% | -22.6% | -33.1% | -50.1% |
| 1Y | -69.9% | -5.3% | -64.5% | -70.0% |
| 3Y | +68.7% | +18.6% | +50.1% | +50.6% |
| 5Y | -26.2% | -34.4% | +8.2% | -19.1% |
| All | -33.9% | -3.4% | -30.4% | -28.4% |
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