+143.3%
CIFR vs ARM
+239.6%
-96.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.6% | -1.3% |
| 7D | +4.8% | +9.1% | -4.3% | -0.5% |
| 30D | -31.0% | -19.9% | -11.0% | -20.2% |
| 3M | -58.7% | -31.6% | -27.1% | -48.1% |
| 6M | -67.7% | -13.9% | -53.8% | -65.9% |
| YTD | -53.5% | +74.3% | -127.8% | -68.3% |
| 1Y | -54.1% | +35.8% | -89.8% | -63.7% |
| 3Y | +138.2% | +268.6% | -130.4% | +4.4% |
| All | +143.3% | +239.6% | -96.4% | +17.8% |
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