+487.4%
CIFR vs ALLY
+63.1%
+424.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.8% |
| 7D | +16.9% | +3.7% | +13.3% | +12.9% |
| 30D | -5.2% | -2.3% | -2.9% | -2.8% |
| 3M | -30.6% | +3.8% | -34.4% | -33.4% |
| 6M | +10.6% | +9.7% | +0.9% | +0.3% |
| YTD | +20.2% | -1.4% | +21.6% | +21.0% |
| 1Y | +139.7% | +8.2% | +131.5% | +119.6% |
| All | +487.4% | +63.1% | +424.3% | +230.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling