+70.7%
CIFR vs ALM
+1,408.6%
-1,337.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.1% | -4.6% | -8.1% |
| 7D | +11.3% | +3.6% | +7.7% | +10.8% |
| 30D | +3.5% | +33.8% | -30.3% | -0.7% |
| 3M | -26.6% | +14.8% | -41.4% | -28.2% |
| 6M | +18.1% | -7.0% | +25.1% | +18.0% |
| YTD | +14.5% | +108.1% | -93.6% | +7.0% |
| 1Y | +83.3% | +313.8% | -230.5% | +63.5% |
| 3Y | +461.5% | +2,227.6% | -1,766.2% | +340.5% |
| 5Y | +29.3% | +956.6% | -927.3% | +3.6% |
| All | +70.7% | +1,408.6% | -1,337.9% | +37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling