-30.7%
CIFR vs APD
+24.2%
-54.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | +4.8% | +3.8% | +1.0% | +3.5% |
| 30D | -31.0% | +8.2% | -39.2% | -33.1% |
| 3M | -58.7% | +4.3% | -63.0% | -59.6% |
| 6M | -67.7% | +4.7% | -72.4% | -68.7% |
| YTD | -53.5% | +31.5% | -85.1% | -59.7% |
| 1Y | -54.1% | +23.5% | -77.6% | -59.2% |
| 3Y | +138.2% | +29.1% | +109.1% | +111.1% |
| 5Y | -18.5% | +15.9% | -34.4% | -35.6% |
| All | -30.7% | +24.2% | -54.9% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling