+52.1%
CIFR vs ALM
+1,033.0%
-980.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.8% | -4.5% | +2.7% |
| 7D | +26.7% | +8.4% | +18.3% | +24.9% |
| 30D | +7.7% | +34.8% | -27.1% | +2.3% |
| 3M | -23.8% | +16.2% | -40.0% | -26.0% |
| 6M | +35.9% | +2.1% | +33.8% | +33.8% |
| YTD | +25.4% | +117.0% | -91.6% | +14.4% |
| 1Y | +139.8% | +313.9% | -174.1% | +106.7% |
| 3Y | +515.0% | +2,327.9% | -1,813.0% | +338.6% |
| 5Y | +52.1% | +1,040.6% | -988.5% | +14.3% |
| All | +52.1% | +1,033.0% | -980.9% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling