+146.9%
CIFR vs ALLY
+65.2%
+81.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.6% | +7.3% | +7.3% |
| 7D | +9.4% | -2.8% | +12.2% | +12.7% |
| 30D | -45.3% | +1.9% | -47.2% | -47.1% |
| 3M | -58.7% | -12.1% | -46.6% | -53.6% |
| 6M | -64.9% | -9.0% | -55.9% | -62.3% |
| YTD | -51.8% | -12.9% | -38.9% | -45.8% |
| 1Y | -61.9% | -0.1% | -61.8% | -63.2% |
| All | +146.9% | +65.2% | +81.7% | +47.3% |
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