-64.1%
CIFR vs APA
+22.7%
-86.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +2.6% | +15.3% | +18.5% |
| 7D | -10.2% | -15.5% | +5.3% | -19.4% |
| 30D | -55.0% | +2.4% | -57.4% | -52.3% |
| 3M | -64.1% | +22.8% | -86.9% | -57.7% |
| All | -64.1% | +22.7% | -86.7% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 3mo: compounded portfolio wealth divided by compounded APA 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…
3mo analysis · Full analysis span regression · Available span rolling