+138.2%
CIFR vs ARMK
+96.6%
+41.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | +4.8% | +2.7% | +2.1% | +2.1% |
| 30D | -31.0% | -1.5% | -29.5% | -28.8% |
| 3M | -58.7% | -11.6% | -47.2% | -53.1% |
| 6M | -67.7% | +6.7% | -74.4% | -69.0% |
| YTD | -53.5% | +47.4% | -100.9% | -66.9% |
| 1Y | -54.1% | +41.5% | -95.5% | -66.2% |
| 3Y | +138.2% | +95.5% | +42.7% | +18.5% |
| All | +138.2% | +96.6% | +41.6% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling