-33.9%
CIFR vs APH
+449.1%
-483.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +4.1% | +13.8% | +13.0% |
| 7D | -10.2% | -5.9% | -4.3% | -0.6% |
| 30D | -55.0% | -14.8% | -40.2% | -43.7% |
| 3M | -64.1% | -12.4% | -51.6% | -56.3% |
| 6M | -70.1% | +8.1% | -78.2% | -71.8% |
| YTD | -55.7% | +10.9% | -66.6% | -60.8% |
| 1Y | -69.9% | +8.8% | -78.6% | -72.6% |
| 3Y | +68.7% | +262.1% | -193.4% | -60.1% |
| 5Y | -26.2% | +283.1% | -309.3% | -84.0% |
| All | -33.9% | +449.1% | -483.0% | -86.8% |
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