-71.1%
CIFR vs APLD
-46.0%
-25.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -6.7% | -13.2% | -14.3% |
| 7D | -26.7% | -18.5% | -8.2% | -11.8% |
| 30D | -58.0% | -32.8% | -25.3% | -40.8% |
| 3M | -68.1% | -46.9% | -21.2% | -45.1% |
| 6M | -63.7% | -53.4% | -10.3% | -31.8% |
| YTD | -56.0% | -32.3% | -23.7% | -40.7% |
| 1Y | -71.1% | -46.5% | -24.6% | -52.5% |
| All | -71.1% | -46.0% | -25.1% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 1y: compounded portfolio wealth divided by compounded APLD 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…
1y analysis · Full analysis span regression · 6 months rolling