+80.8%
CIFR vs APLD
+230.9%
-150.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +9.7% | +8.2% | +14.5% |
| 7D | -10.2% | -12.7% | +2.5% | -4.5% |
| 30D | -55.0% | -34.7% | -20.4% | -46.8% |
| 3M | -64.1% | -46.1% | -17.9% | -54.1% |
| 6M | -70.1% | -64.9% | -5.3% | -55.4% |
| YTD | -55.7% | -36.6% | -19.1% | -44.3% |
| 1Y | -69.9% | -50.0% | -19.9% | -59.3% |
| 3Y | +68.7% | +190.1% | -121.4% | +26.0% |
| All | +80.8% | +230.9% | -150.0% | +2.0% |
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