+70.2%
CIFR vs AMCR
+0.3%
+69.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +6.3% |
| 7D | -5.0% | -6.3% | +1.3% | -2.8% |
| 30D | -5.7% | -7.8% | +2.1% | -3.2% |
| 3M | -25.5% | +7.5% | -33.1% | -29.6% |
| 6M | +19.4% | +2.7% | +16.7% | +15.2% |
| YTD | +14.2% | +6.0% | +8.1% | +7.5% |
| 1Y | +69.0% | +7.8% | +61.2% | +57.2% |
| 3Y | +503.9% | +5.8% | +498.2% | +455.5% |
| 5Y | +27.7% | -11.6% | +39.3% | +30.6% |
| All | +70.2% | +0.3% | +69.9% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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