+79.2%
CIFR vs ALM
+1,346.1%
-1,266.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.4% |
| 7D | +16.9% | -2.6% | +19.5% | +17.4% |
| 30D | -5.2% | +32.0% | -37.2% | -8.9% |
| 3M | -30.6% | -15.0% | -15.5% | -29.4% |
| 6M | +10.6% | -10.1% | +20.7% | +11.1% |
| YTD | +20.2% | +99.4% | -79.2% | +13.0% |
| 1Y | +139.7% | +316.4% | -176.6% | +114.2% |
| 3Y | +489.4% | +2,022.0% | -1,532.6% | +366.8% |
| 5Y | +54.4% | +941.2% | -886.8% | +24.4% |
| All | +79.2% | +1,346.1% | -1,266.9% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling