-34.0%
CIFR vs AME
+128.9%
-162.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -19.6% | -4.1% | -15.4% | -13.8% |
| 30D | -51.7% | -4.1% | -47.6% | -47.7% |
| 3M | -60.0% | -5.6% | -54.4% | -55.7% |
| 6M | -68.2% | +2.8% | -71.1% | -67.9% |
| YTD | -55.8% | +16.6% | -72.4% | -60.3% |
| 1Y | -66.8% | +21.1% | -87.9% | -71.3% |
| 3Y | +119.1% | +61.1% | +58.0% | +51.2% |
| 5Y | -25.3% | +76.6% | -101.9% | -53.9% |
| All | -34.0% | +128.9% | -162.9% | -60.9% |
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