+87.0%
CIFR vs ARMK
+201.0%
-114.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.4% |
| 7D | +26.7% | +1.7% | +25.0% | +25.4% |
| 30D | +7.7% | +3.1% | +4.6% | +5.5% |
| 3M | -23.8% | +9.2% | -33.0% | -28.3% |
| 6M | +35.9% | +43.7% | -7.8% | +6.2% |
| YTD | +25.4% | +57.4% | -32.0% | -8.4% |
| 1Y | +139.8% | +51.9% | +87.9% | +78.7% |
| 3Y | +515.0% | +125.4% | +389.6% | +264.0% |
| 5Y | +52.1% | +149.1% | -97.0% | -10.5% |
| All | +87.0% | +201.0% | -114.0% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling