-28.2%
CIFR vs APH
+483.9%
-512.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.8% | +9.7% | +9.8% |
| 7D | +9.4% | +0.4% | +9.0% | +9.5% |
| 30D | -45.3% | -8.0% | -37.3% | -37.8% |
| 3M | -58.7% | -5.0% | -53.7% | -54.6% |
| 6M | -64.9% | +29.9% | -94.9% | -73.3% |
| YTD | -51.8% | +18.0% | -69.8% | -60.6% |
| 1Y | -61.9% | +11.3% | -73.2% | -66.3% |
| 3Y | +138.6% | +274.9% | -136.3% | -46.1% |
| 5Y | -13.0% | +300.6% | -313.6% | -82.4% |
| All | -28.2% | +483.9% | -512.1% | -86.7% |
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