-34.0%
CIFR vs ALLY
+59.4%
-93.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -2.4% |
| 7D | -19.6% | -0.7% | -18.9% | -19.8% |
| 30D | -51.7% | +1.1% | -52.8% | -52.6% |
| 3M | -60.0% | -13.2% | -46.8% | -56.1% |
| 6M | -68.2% | -13.5% | -54.8% | -65.1% |
| YTD | -55.8% | -14.3% | -41.5% | -51.0% |
| 1Y | -66.8% | -1.1% | -65.6% | -67.0% |
| 3Y | +119.1% | +62.0% | +57.1% | +67.3% |
| 5Y | -25.3% | -9.6% | -15.6% | -23.5% |
| All | -34.0% | +59.4% | -93.4% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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