-33.9%
CIFR vs AMC
-90.5%
+56.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.9% | +16.0% | +17.8% |
| 7D | -10.2% | +2.6% | -12.8% | -10.4% |
| 30D | -55.0% | +9.0% | -64.1% | -55.3% |
| 3M | -64.1% | +22.2% | -86.2% | -64.7% |
| 6M | -70.1% | +91.5% | -161.6% | -71.9% |
| YTD | -55.7% | +101.3% | -156.9% | -58.5% |
| 1Y | -69.9% | +20.8% | -90.6% | -70.8% |
| 3Y | +68.7% | -71.3% | +140.0% | +74.1% |
| 5Y | -26.2% | -99.2% | +73.0% | -16.5% |
| All | -33.9% | -90.5% | +56.6% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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