+85.0%
CIFR vs AMRZ
-17.1%
+102.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.1% |
| 7D | -19.6% | +0.2% | -19.8% | -20.1% |
| 30D | -51.7% | +16.2% | -67.9% | -57.3% |
| 3M | -60.0% | -8.9% | -51.1% | -58.0% |
| 6M | -68.2% | -20.1% | -48.1% | -63.6% |
| YTD | -55.8% | -21.3% | -34.5% | -47.7% |
| 1Y | -66.8% | -12.6% | -54.1% | -63.5% |
| All | +85.0% | -17.1% | +102.1% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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