+79.2%
CIFR vs APH
+508.5%
-429.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +1.1% |
| 7D | +16.9% | +5.0% | +12.0% | +10.5% |
| 30D | -5.2% | -3.9% | -1.3% | -0.4% |
| 3M | -30.6% | +13.0% | -43.5% | -39.4% |
| 6M | +10.6% | +25.2% | -14.6% | -15.7% |
| YTD | +20.2% | +22.9% | -2.7% | -9.1% |
| 1Y | +139.7% | +47.8% | +91.9% | +45.2% |
| 3Y | +489.4% | +283.0% | +206.3% | +25.6% |
| 5Y | +54.4% | +349.7% | -295.3% | -71.9% |
| All | +79.2% | +508.5% | -429.3% | -69.4% |
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