+148.3%
CIFR vs AME
+63.5%
+84.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | -0.3% |
| 7D | +28.8% | +8.1% | +20.7% | +14.4% |
| 30D | -36.9% | -3.8% | -33.2% | -30.8% |
| 3M | -60.0% | -6.6% | -53.4% | -53.9% |
| 6M | -64.4% | +4.6% | -68.9% | -65.2% |
| YTD | -51.6% | +17.9% | -69.5% | -59.4% |
| 1Y | -58.9% | +23.2% | -82.1% | -67.7% |
| All | +148.3% | +63.5% | +84.8% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling