+89.5%
CIFR vs APLD
+239.8%
-150.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.8% | +1.7% | -2.0% |
| 7D | +4.8% | +2.7% | +2.1% | +3.8% |
| 30D | -31.0% | -21.4% | -9.6% | -23.6% |
| 3M | -58.7% | -47.8% | -10.9% | -46.7% |
| 6M | -67.7% | -64.9% | -2.8% | -51.8% |
| YTD | -53.5% | -34.9% | -18.7% | -42.2% |
| 1Y | -54.1% | -30.7% | -23.3% | -43.7% |
| 3Y | +138.2% | +305.3% | -167.1% | +67.6% |
| All | +89.5% | +239.8% | -150.3% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling