+79.2%
CIFR vs ALLY
+83.3%
-4.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | +16.9% | +3.7% | +13.3% | +14.0% |
| 30D | -5.2% | -2.3% | -2.9% | -3.4% |
| 3M | -30.6% | +3.8% | -34.4% | -32.5% |
| 6M | +10.6% | +9.7% | +0.9% | +3.6% |
| YTD | +20.2% | -1.4% | +21.6% | +21.3% |
| 1Y | +139.7% | +8.2% | +131.5% | +127.4% |
| 3Y | +489.4% | +66.5% | +422.9% | +338.0% |
| 5Y | +54.4% | +1.2% | +53.2% | +46.4% |
| All | +79.2% | +83.3% | -4.1% | +64.7% |
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 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