+79.2%
CIFR vs AMCR
+3.8%
+75.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +16.9% | -1.9% | +18.8% | +17.6% |
| 30D | -5.2% | -4.1% | -1.1% | -4.0% |
| 3M | -30.6% | +21.7% | -52.2% | -37.6% |
| 6M | +10.6% | +1.5% | +9.1% | +7.4% |
| YTD | +20.2% | +13.1% | +7.1% | +10.7% |
| 1Y | +139.7% | +13.0% | +126.7% | +119.4% |
| 3Y | +489.4% | +6.9% | +482.4% | +441.8% |
| 5Y | +54.4% | -10.5% | +64.9% | +56.5% |
| All | +79.2% | +3.8% | +75.4% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling