+505.7%
CIFR vs AMCR
+8.5%
+497.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.7% | -6.0% | -7.8% |
| 7D | +11.3% | -6.3% | +17.6% | +13.6% |
| 30D | +3.5% | -7.1% | +10.6% | +5.7% |
| 3M | -26.6% | +12.7% | -39.3% | -32.3% |
| 6M | +18.1% | +5.2% | +12.9% | +11.9% |
| YTD | +14.5% | +8.1% | +6.4% | +6.1% |
| 1Y | +83.3% | +11.7% | +71.6% | +66.0% |
| All | +505.7% | +8.5% | +497.2% | +394.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling