+80.4%
CIFR vs APLD
+254.9%
-174.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -19.6% | -6.3% | -13.2% | -16.9% |
| 30D | -51.7% | -29.6% | -22.1% | -44.3% |
| 3M | -60.0% | -42.6% | -17.4% | -50.0% |
| 6M | -68.2% | -59.6% | -8.7% | -54.7% |
| YTD | -55.8% | -32.0% | -23.8% | -45.8% |
| 1Y | -66.8% | -46.9% | -19.8% | -56.1% |
| 3Y | +119.1% | +255.7% | -136.5% | +56.0% |
| All | +80.4% | +254.9% | -174.5% | -0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling