-65.3%
CIFR vs APLD
-48.0%
-17.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.5% | -3.5% | -2.3% |
| 7D | -0.7% | +3.1% | -3.8% | -1.1% |
| 30D | -49.6% | -29.4% | -20.2% | -31.6% |
| 3M | -60.4% | -42.8% | -17.6% | -35.7% |
| 6M | -66.9% | -59.5% | -7.4% | -31.2% |
| YTD | -53.9% | -31.8% | -22.1% | -37.2% |
| All | -65.3% | -48.0% | -17.3% | -42.2% |
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