+70.7%
CIFR vs AR
+940.4%
-869.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.1% | -8.8% | -8.7% |
| 7D | +11.3% | -1.2% | +12.5% | +11.6% |
| 30D | +3.5% | +5.5% | -2.0% | +2.4% |
| 3M | -26.6% | +12.9% | -39.5% | -28.5% |
| 6M | +18.1% | +0.1% | +18.0% | +17.1% |
| YTD | +14.5% | +13.5% | +1.0% | +9.8% |
| 1Y | +83.3% | +21.6% | +61.7% | +73.7% |
| 3Y | +461.5% | +46.0% | +415.5% | +422.5% |
| 5Y | +29.3% | +143.7% | -114.4% | +15.6% |
| All | +70.7% | +940.4% | -869.7% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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