-33.9%
CIFR vs ARMK
+174.7%
-208.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +4.5% | +13.5% | +14.7% |
| 7D | -10.2% | -2.6% | -7.6% | -7.2% |
| 30D | -55.0% | -5.2% | -49.9% | -52.6% |
| 3M | -64.1% | -6.5% | -57.5% | -61.7% |
| 6M | -70.1% | +15.3% | -85.4% | -72.5% |
| YTD | -55.7% | +43.6% | -99.3% | -64.9% |
| 1Y | -69.9% | +42.1% | -111.9% | -76.1% |
| 3Y | +68.7% | +94.0% | -25.3% | +11.3% |
| 5Y | -26.2% | +96.3% | -122.5% | -53.5% |
| All | -33.9% | +174.7% | -208.5% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling