-64.1%
CIFR vs ALLY
-13.8%
-50.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.7% | +19.6% | +16.6% |
| 7D | -10.2% | +0.9% | -11.1% | -9.6% |
| 30D | -55.0% | +3.1% | -58.1% | -54.5% |
| 3M | -64.1% | -12.6% | -51.5% | -62.9% |
| All | -64.1% | -13.8% | -50.3% | -62.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling