-34.0%
CIFR vs APA
+476.2%
-510.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.3% |
| 7D | -19.6% | -5.5% | -14.0% | -18.5% |
| 30D | -51.7% | -1.2% | -50.5% | -51.6% |
| 3M | -60.0% | +10.6% | -70.6% | -61.0% |
| 6M | -68.2% | +28.4% | -96.6% | -70.2% |
| YTD | -55.8% | +89.7% | -145.5% | -63.0% |
| 1Y | -66.8% | +90.6% | -157.4% | -72.3% |
| 3Y | +119.1% | +36.9% | +82.2% | +85.6% |
| 5Y | -25.3% | +83.2% | -108.5% | -38.7% |
| All | -34.0% | +476.2% | -510.3% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling