+68.7%
CIFR vs ARM
+223.5%
-154.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +4.7% | +13.2% | +15.2% |
| 7D | -10.2% | -15.2% | +5.0% | +0.3% |
| 30D | -55.0% | -40.7% | -14.4% | -38.2% |
| 3M | -64.1% | -39.1% | -25.0% | -51.6% |
| 6M | -70.1% | -26.4% | -43.7% | -65.5% |
| YTD | -55.7% | +59.7% | -115.4% | -68.1% |
| 1Y | -69.9% | +10.3% | -80.2% | -73.1% |
| 3Y | +68.7% | +228.9% | -160.2% | -27.6% |
| All | +68.7% | +223.5% | -154.8% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling