+70.2%
CIFR vs ALNY
+75.2%
-5.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.6% |
| 7D | -5.0% | -6.5% | +1.5% | -3.8% |
| 30D | -5.7% | +11.0% | -16.8% | -7.9% |
| 3M | -25.5% | -14.1% | -11.5% | -25.7% |
| 6M | +19.4% | -22.4% | +41.8% | +22.5% |
| YTD | +14.2% | -37.5% | +51.6% | +23.4% |
| 1Y | +69.0% | -46.9% | +115.9% | +90.6% |
| 3Y | +503.9% | +22.1% | +481.9% | +428.5% |
| 5Y | +27.7% | +31.2% | -3.5% | +4.3% |
| All | +70.2% | +75.2% | -5.0% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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