+68.7%
CIFR vs ALLE
+88.9%
-20.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.9% | +18.9% | +18.5% |
| 7D | -10.2% | -0.6% | -9.7% | -10.3% |
| 30D | -55.0% | +25.3% | -80.4% | -62.9% |
| 3M | -64.1% | +10.3% | -74.3% | -67.0% |
| 6M | -70.1% | +38.0% | -108.2% | -77.9% |
| YTD | -55.7% | +17.8% | -73.4% | -62.3% |
| 1Y | -69.9% | +13.6% | -83.5% | -73.5% |
| 3Y | +68.7% | +89.2% | -20.5% | -33.3% |
| All | +68.7% | +88.9% | -20.2% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling