+529.1%
CIFR vs ARM
+349.4%
+179.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.9% | -1.8% | -0.1% |
| 7D | +16.9% | +5.5% | +11.5% | +13.8% |
| 30D | -5.2% | -8.2% | +3.0% | 0.0% |
| 3M | -30.6% | -35.9% | +5.4% | -12.1% |
| 6M | +10.6% | +103.1% | -92.5% | -31.1% |
| YTD | +20.2% | +130.6% | -110.4% | -30.6% |
| 1Y | +139.7% | +86.1% | +53.7% | +60.0% |
| All | +529.1% | +349.4% | +179.7% | +157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling