+70.7%
CIFR vs ALNY
+81.8%
-11.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.8% | -7.9% | -8.5% |
| 7D | +11.3% | -3.5% | +14.8% | +12.0% |
| 30D | +3.5% | +18.9% | -15.4% | -0.3% |
| 3M | -26.6% | -13.3% | -13.3% | -26.7% |
| 6M | +18.1% | -20.3% | +38.4% | +20.6% |
| YTD | +14.5% | -35.1% | +49.6% | +22.9% |
| 1Y | +83.3% | -46.5% | +129.8% | +106.7% |
| 3Y | +461.5% | +28.1% | +433.4% | +386.1% |
| 5Y | +29.3% | +36.1% | -6.8% | +4.9% |
| All | +70.7% | +81.8% | -11.1% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling