-28.2%
CIFR vs APD
+23.7%
-51.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.9% | +7.9% | +8.6% |
| 7D | +9.4% | -1.2% | +10.5% | +10.0% |
| 30D | -45.3% | +11.0% | -56.3% | -47.6% |
| 3M | -58.7% | +2.6% | -61.3% | -59.4% |
| 6M | -64.9% | +4.8% | -69.8% | -66.1% |
| YTD | -51.8% | +31.0% | -82.8% | -58.2% |
| 1Y | -61.9% | +23.4% | -85.3% | -66.2% |
| 3Y | +138.6% | +28.4% | +110.2% | +111.9% |
| 5Y | -13.0% | +15.2% | -28.2% | -31.1% |
| All | -28.2% | +23.7% | -51.8% | -43.4% |
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