-27.8%
CIFR vs ARES
+261.7%
-289.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +3.5% |
| 7D | +28.8% | -0.3% | +29.2% | +29.0% |
| 30D | -36.9% | +15.3% | -52.2% | -46.2% |
| 3M | -60.0% | -5.4% | -54.6% | -59.5% |
| 6M | -64.4% | +10.0% | -74.4% | -69.3% |
| YTD | -51.6% | -14.7% | -36.9% | -48.0% |
| 1Y | -58.9% | -9.7% | -49.2% | -58.2% |
| 3Y | +139.9% | +35.8% | +104.1% | +91.1% |
| 5Y | -15.1% | +80.9% | -96.0% | -49.2% |
| All | -27.8% | +261.7% | -289.4% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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