-30.7%
CIFR vs APH
+475.9%
-506.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.3% | -2.0% |
| 7D | +4.8% | +4.9% | -0.1% | -1.4% |
| 30D | -31.0% | -5.4% | -25.6% | -24.2% |
| 3M | -58.7% | -5.5% | -53.3% | -54.4% |
| 6M | -67.7% | +25.9% | -93.6% | -74.3% |
| YTD | -53.5% | +16.4% | -69.9% | -61.3% |
| 1Y | -54.1% | +16.5% | -70.5% | -61.7% |
| 3Y | +138.2% | +270.9% | -132.7% | -45.5% |
| 5Y | -18.5% | +289.5% | -308.0% | -83.1% |
| All | -30.7% | +475.9% | -506.7% | -87.0% |
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