+141.5%
CIFR vs ARM
+232.1%
-90.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.7% | -2.6% | +0.1% |
| 7D | -0.7% | -5.3% | +4.6% | +4.0% |
| 30D | -49.6% | -30.0% | -19.6% | -36.9% |
| 3M | -60.4% | -34.1% | -26.3% | -49.1% |
| 6M | -66.9% | -12.6% | -54.2% | -65.2% |
| YTD | -53.9% | +70.4% | -124.3% | -68.1% |
| 1Y | -67.1% | +22.3% | -89.3% | -72.3% |
| 3Y | +118.3% | +261.2% | -142.9% | -3.2% |
| All | +141.5% | +232.1% | -90.6% | +18.5% |
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