-69.9%
CIFR vs ARMK
+40.7%
-110.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +4.5% | +13.5% | +13.6% |
| 7D | -10.2% | -2.6% | -7.6% | -6.9% |
| 30D | -55.0% | -5.2% | -49.9% | -52.3% |
| 3M | -64.1% | -6.5% | -57.5% | -61.4% |
| 6M | -70.1% | +15.3% | -85.4% | -71.6% |
| YTD | -55.7% | +43.6% | -99.3% | -60.6% |
| 1Y | -69.9% | +42.1% | -111.9% | -73.2% |
| All | -69.9% | +40.7% | -110.5% | -73.2% |
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