-34.0%
CIFR vs APH
+488.6%
-522.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.0% |
| 7D | -19.6% | -5.0% | -14.5% | -13.0% |
| 30D | -51.7% | -8.4% | -43.3% | -44.8% |
| 3M | -60.0% | -4.5% | -55.5% | -56.3% |
| 6M | -68.2% | +25.3% | -93.5% | -74.8% |
| YTD | -55.8% | +18.9% | -74.7% | -64.1% |
| 1Y | -66.8% | +11.9% | -78.7% | -70.7% |
| 3Y | +119.1% | +278.0% | -158.8% | -51.0% |
| 5Y | -25.3% | +306.4% | -331.7% | -85.0% |
| All | -34.0% | +488.6% | -522.6% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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