-33.9%
CIFR vs APD
+18.8%
-52.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.5% | +19.4% | +18.4% |
| 7D | -10.2% | -3.7% | -6.6% | -9.2% |
| 30D | -55.0% | +9.6% | -64.7% | -56.8% |
| 3M | -64.1% | +1.6% | -65.7% | -64.6% |
| 6M | -70.1% | +2.2% | -72.3% | -70.9% |
| YTD | -55.7% | +25.9% | -81.5% | -61.0% |
| 1Y | -69.9% | +20.1% | -90.0% | -73.1% |
| 3Y | +68.7% | +12.4% | +56.3% | +55.6% |
| 5Y | -26.2% | +11.1% | -37.3% | -40.7% |
| All | -33.9% | +18.8% | -52.7% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling