-71.1%
CIFR vs ARMK
+41.1%
-112.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -4.2% | -15.8% | -16.4% |
| 7D | -26.7% | -5.8% | -20.9% | -22.3% |
| 30D | -58.0% | -5.3% | -52.8% | -55.6% |
| 3M | -68.1% | -6.7% | -61.4% | -65.8% |
| 6M | -63.7% | +17.4% | -81.0% | -66.2% |
| YTD | -56.0% | +43.0% | -99.0% | -61.7% |
| 1Y | -71.1% | +40.3% | -111.4% | -74.9% |
| All | -71.1% | +41.1% | -112.2% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling