+79.2%
CIFR vs APA
+443.5%
-364.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.7% |
| 7D | +16.9% | +0.5% | +16.4% | +16.7% |
| 30D | -5.2% | +23.4% | -28.6% | -9.3% |
| 3M | -30.6% | +12.7% | -43.3% | -32.7% |
| 6M | +10.6% | +39.4% | -28.8% | +0.1% |
| YTD | +20.2% | +79.0% | -58.8% | +2.0% |
| 1Y | +139.7% | +88.8% | +50.9% | +98.5% |
| 3Y | +489.4% | +6.4% | +483.0% | +419.1% |
| 5Y | +54.4% | +153.0% | -98.6% | +27.2% |
| All | +79.2% | +443.5% | -364.3% | +46.0% |
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