+79.2%
CIFR vs AME
+128.0%
-48.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +0.5% |
| 7D | +16.9% | +0.6% | +16.3% | +16.3% |
| 30D | -5.2% | -6.7% | +1.5% | +2.7% |
| 3M | -30.6% | +4.1% | -34.6% | -33.3% |
| 6M | +10.6% | +1.6% | +9.0% | +10.5% |
| YTD | +20.2% | +16.1% | +4.0% | +4.6% |
| 1Y | +139.7% | +27.3% | +112.4% | +86.8% |
| 3Y | +489.4% | +50.9% | +438.5% | +313.4% |
| 5Y | +54.4% | +81.4% | -27.0% | -9.7% |
| All | +79.2% | +128.0% | -48.8% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling