+487.4%
CIFR vs APD
+9.1%
+478.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.6% |
| 7D | +16.9% | -2.2% | +19.2% | +18.0% |
| 30D | -5.2% | +2.1% | -7.3% | -6.7% |
| 3M | -30.6% | +7.2% | -37.7% | -34.2% |
| 6M | +10.6% | +11.2% | -0.6% | +2.5% |
| YTD | +20.2% | +24.4% | -4.2% | +2.8% |
| 1Y | +139.7% | +6.7% | +133.1% | +127.6% |
| All | +487.4% | +9.1% | +478.3% | +410.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling