-28.2%
CIFR vs ALLE
+96.9%
-125.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.8% | +8.0% | +8.3% |
| 7D | +9.4% | -0.8% | +10.2% | +10.3% |
| 30D | -45.3% | +27.4% | -72.7% | -55.1% |
| 3M | -58.7% | +13.8% | -72.5% | -63.1% |
| 6M | -64.9% | +45.5% | -110.4% | -74.6% |
| YTD | -51.8% | +21.4% | -73.2% | -59.8% |
| 1Y | -61.9% | +15.4% | -77.3% | -66.9% |
| 3Y | +138.6% | +91.7% | +46.9% | +38.2% |
| 5Y | -13.0% | +54.5% | -67.5% | -44.2% |
| All | -28.2% | +96.9% | -125.1% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling