-28.2%
CIFR vs APO
+256.6%
-284.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.2% | +8.7% | +8.8% |
| 7D | +9.4% | +0.2% | +9.2% | +9.7% |
| 30D | -45.3% | +3.1% | -48.4% | -47.8% |
| 3M | -58.7% | -12.0% | -46.7% | -55.9% |
| 6M | -64.9% | -5.0% | -60.0% | -65.2% |
| YTD | -51.8% | -14.0% | -37.8% | -48.9% |
| 1Y | -61.9% | -5.9% | -56.0% | -62.5% |
| 3Y | +138.6% | +51.6% | +87.0% | +92.1% |
| 5Y | -13.0% | +80.8% | -93.8% | -42.4% |
| All | -28.2% | +256.6% | -284.8% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 10y: compounded portfolio wealth divided by compounded APO 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…
10y analysis · Full analysis span regression · 6 months rolling