+70.7%
CIFR vs AME
+126.6%
-55.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.0% |
| 7D | +11.3% | +1.3% | +10.0% | +9.9% |
| 30D | +3.5% | -6.6% | +10.1% | +12.0% |
| 3M | -26.6% | +3.0% | -29.6% | -28.6% |
| 6M | +18.1% | +5.3% | +12.8% | +13.4% |
| YTD | +14.5% | +15.4% | -0.9% | +0.4% |
| 1Y | +83.3% | +26.8% | +56.5% | +43.8% |
| 3Y | +461.5% | +56.5% | +404.9% | +284.0% |
| 5Y | +29.3% | +85.2% | -55.9% | -23.8% |
| All | +70.7% | +126.6% | -55.9% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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