-28.2%
CIFR vs ARES
+274.1%
-302.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.1% | +10.0% | +9.8% |
| 7D | +9.4% | +0.8% | +8.6% | +8.9% |
| 30D | -45.3% | +16.7% | -62.0% | -53.6% |
| 3M | -58.7% | -2.6% | -56.1% | -59.1% |
| 6M | -64.9% | +13.0% | -77.9% | -70.4% |
| YTD | -51.8% | -11.7% | -40.1% | -49.7% |
| 1Y | -61.9% | -6.7% | -55.2% | -62.3% |
| 3Y | +138.6% | +40.5% | +98.1% | +84.7% |
| 5Y | -13.0% | +88.2% | -101.2% | -49.4% |
| All | -28.2% | +274.1% | -302.3% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling