-33.9%
CIFR vs ALLY
+61.5%
-95.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.7% | +19.6% | +19.2% |
| 7D | -10.2% | +0.9% | -11.1% | -12.0% |
| 30D | -55.0% | +3.1% | -58.1% | -56.6% |
| 3M | -64.1% | -12.6% | -51.5% | -60.7% |
| 6M | -70.1% | -12.4% | -57.7% | -67.5% |
| YTD | -55.7% | -13.2% | -42.5% | -51.4% |
| 1Y | -69.9% | +1.8% | -71.7% | -70.7% |
| 3Y | +68.7% | +58.0% | +10.7% | +30.6% |
| 5Y | -26.2% | -8.4% | -17.8% | -25.2% |
| All | -33.9% | +61.5% | -95.4% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling