+515.0%
CIFR vs AME
+55.3%
+459.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +26.7% | +2.8% | +23.9% | +22.0% |
| 30D | +7.7% | -6.3% | +14.0% | +18.6% |
| 3M | -23.8% | +5.4% | -29.2% | -29.4% |
| 6M | +35.9% | +7.4% | +28.5% | +24.4% |
| YTD | +25.4% | +16.2% | +9.2% | +3.6% |
| 1Y | +139.8% | +26.8% | +113.0% | +71.1% |
| 3Y | +515.0% | +57.5% | +457.4% | +281.5% |
| All | +515.0% | +55.3% | +459.7% | +281.5% |
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