-43.9%
CIFR vs APH
+427.4%
-471.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -9.3% | -5.3% | -3.6% |
| 7D | -31.5% | -12.7% | -18.8% | -17.4% |
| 30D | -64.2% | -19.2% | -45.0% | -52.6% |
| 3M | -70.3% | -16.7% | -53.7% | -61.9% |
| 6M | -74.9% | +5.1% | -80.0% | -75.7% |
| YTD | -62.4% | +6.6% | -69.0% | -65.3% |
| 1Y | -77.5% | +3.9% | -81.4% | -78.5% |
| 3Y | +35.4% | +246.0% | -210.7% | -66.4% |
| 5Y | -37.4% | +268.0% | -305.4% | -85.8% |
| All | -43.9% | +427.4% | -471.4% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling