+131.6%
CIFR vs ARM
+223.5%
-92.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -2.6% |
| 7D | -19.6% | -10.4% | -9.2% | -13.2% |
| 30D | -51.7% | -31.8% | -19.9% | -38.6% |
| 3M | -60.0% | -32.2% | -27.8% | -49.4% |
| 6M | -68.2% | -14.9% | -53.3% | -66.1% |
| YTD | -55.8% | +66.0% | -121.8% | -68.9% |
| 1Y | -66.8% | +17.2% | -84.0% | -71.3% |
| 3Y | +119.1% | +247.2% | -128.1% | -0.3% |
| All | +131.6% | +223.5% | -92.0% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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