+51.0%
CIFR vs ARMK
+144.6%
-93.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.9% |
| 7D | +16.9% | -2.4% | +19.3% | +19.3% |
| 30D | -5.2% | 0.0% | -5.2% | -5.3% |
| 3M | -30.6% | +6.7% | -37.2% | -34.6% |
| 6M | +10.6% | +38.8% | -28.2% | -17.2% |
| YTD | +20.2% | +55.2% | -35.0% | -19.2% |
| 1Y | +139.7% | +46.6% | +93.1% | +68.2% |
| 3Y | +489.4% | +112.9% | +376.5% | +195.9% |
| All | +51.0% | +144.6% | -93.6% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling