+70.7%
CIFR vs ARWR
+65.0%
+5.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.9% | -5.8% | -7.6% |
| 7D | +11.3% | -3.2% | +14.5% | +12.8% |
| 30D | +3.5% | -6.5% | +9.9% | +6.4% |
| 3M | -26.6% | +12.7% | -39.3% | -30.3% |
| 6M | +18.1% | +36.2% | -18.1% | +4.0% |
| YTD | +14.5% | +24.5% | -10.0% | +3.5% |
| 1Y | +83.3% | +198.0% | -114.7% | +16.8% |
| 3Y | +461.5% | +176.4% | +285.1% | +238.5% |
| 5Y | +29.3% | +26.6% | +2.7% | -12.5% |
| All | +70.7% | +65.0% | +5.7% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ARWR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling