+139.8%
CIFR vs ARMK
+50.1%
+89.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.4% |
| 7D | +26.7% | +1.7% | +25.0% | +25.5% |
| 30D | +7.7% | +3.1% | +4.6% | +5.9% |
| 3M | -23.8% | +9.2% | -33.0% | -27.6% |
| 6M | +35.9% | +43.7% | -7.8% | +11.0% |
| YTD | +25.4% | +57.4% | -32.0% | -1.0% |
| 1Y | +139.8% | +51.9% | +87.9% | +113.1% |
| All | +139.8% | +50.1% | +89.7% | +113.1% |
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