-29.5%
CIFR vs APA
+71.7%
-101.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +2.6% | +15.3% | +17.3% |
| 7D | -10.2% | -15.5% | +5.3% | -6.5% |
| 30D | -55.0% | +2.4% | -57.4% | -55.3% |
| 3M | -64.1% | +22.8% | -86.9% | -66.2% |
| 6M | -70.1% | +17.9% | -88.1% | -71.9% |
| YTD | -55.7% | +87.7% | -143.3% | -65.0% |
| 1Y | -69.9% | +94.2% | -164.0% | -76.5% |
| 3Y | +68.7% | +27.2% | +41.5% | +38.0% |
| All | -29.5% | +71.7% | -101.1% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling