-28.2%
CIFR vs ARWR
-1.4%
-26.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.7% | +8.1% | +8.6% |
| 7D | +9.4% | -19.9% | +29.3% | +18.3% |
| 30D | -45.3% | -18.7% | -26.6% | -41.2% |
| 3M | -58.7% | -44.7% | -14.0% | -48.9% |
| 6M | -64.9% | -36.5% | -28.4% | -59.2% |
| YTD | -51.8% | -25.7% | -26.2% | -47.8% |
| 1Y | -61.9% | +18.9% | -80.9% | -65.9% |
| 3Y | +138.6% | +83.1% | +55.5% | +68.3% |
| 5Y | -13.0% | -34.9% | +21.9% | -28.5% |
| All | -28.2% | -1.4% | -26.7% | -42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling