+51.0%
CIFR vs ALLY
+1.6%
+49.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.8% |
| 7D | +16.9% | +3.7% | +13.3% | +13.6% |
| 30D | -5.2% | -2.3% | -2.9% | -3.2% |
| 3M | -30.6% | +3.8% | -34.4% | -32.8% |
| 6M | +10.6% | +9.7% | +0.9% | +2.4% |
| YTD | +20.2% | -1.4% | +21.6% | +21.2% |
| 1Y | +139.7% | +8.2% | +131.5% | +124.8% |
| 3Y | +489.4% | +66.5% | +422.9% | +308.3% |
| All | +51.0% | +1.6% | +49.4% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling