+10.6%
CIFR vs APLD
-2.9%
+13.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.4% | +0.6% |
| 7D | +16.9% | +4.1% | +12.9% | +13.5% |
| 30D | -5.2% | -11.7% | +6.5% | +6.5% |
| 3M | -30.6% | -40.3% | +9.7% | +2.8% |
| 6M | +10.6% | -8.0% | +18.6% | +18.3% |
| All | +10.6% | -2.9% | +13.5% | +18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling