-31.2%
CIFR vs APH
+494.2%
-525.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.2% | -4.2% | -5.6% |
| 7D | -0.7% | +1.1% | -1.8% | +0.5% |
| 30D | -49.6% | -7.5% | -42.1% | -43.1% |
| 3M | -60.4% | -4.4% | -55.9% | -56.7% |
| 6M | -66.9% | +26.5% | -93.3% | -74.0% |
| YTD | -53.9% | +20.0% | -73.9% | -63.0% |
| 1Y | -67.1% | +16.9% | -84.0% | -72.6% |
| 3Y | +118.3% | +288.5% | -170.2% | -52.7% |
| 5Y | -26.9% | +310.3% | -337.1% | -85.5% |
| All | -31.2% | +494.2% | -525.4% | -87.5% |
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