+139.7%
CIFR vs ALM
+318.3%
-178.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.8% |
| 7D | +16.9% | -2.6% | +19.5% | +18.3% |
| 30D | -5.2% | +32.0% | -37.2% | -15.2% |
| 3M | -30.6% | -15.0% | -15.5% | -28.0% |
| 6M | +10.6% | -10.1% | +20.7% | +9.8% |
| YTD | +20.2% | +99.4% | -79.2% | +1.3% |
| 1Y | +139.7% | +316.4% | -176.6% | +138.1% |
| All | +139.7% | +318.3% | -178.6% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling