+390.1%
CIFR vs APLD
+461.1%
-71.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.4% | +1.5% |
| 7D | +16.9% | +4.1% | +12.9% | +15.6% |
| 30D | -5.2% | -11.7% | +6.5% | -0.4% |
| 3M | -30.6% | -40.3% | +9.7% | -15.5% |
| 6M | +10.6% | -8.0% | +18.6% | +17.3% |
| YTD | +20.2% | +7.5% | +12.6% | +22.7% |
| 1Y | +139.7% | +84.0% | +55.7% | +112.7% |
| 3Y | +489.4% | +356.2% | +133.1% | +260.4% |
| All | +390.1% | +461.1% | -71.0% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling