+45.8%
CIFR vs ARES
+107.6%
-61.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +3.1% |
| 7D | +16.9% | -1.7% | +18.6% | +19.2% |
| 30D | -5.2% | +0.3% | -5.5% | -6.3% |
| 3M | -30.6% | +8.5% | -39.0% | -37.9% |
| 6M | +10.6% | +23.5% | -12.9% | -15.0% |
| YTD | +20.2% | -11.2% | +31.4% | +28.5% |
| 1Y | +139.7% | -19.3% | +159.0% | +182.9% |
| 3Y | +489.4% | +48.7% | +440.7% | +325.3% |
| All | +45.8% | +107.6% | -61.8% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling