-31.2%
CIFR vs ARWR
-1.7%
-29.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -15.3% | +19.4% | +9.8% |
| 7D | -0.7% | -17.3% | +16.6% | +5.7% |
| 30D | -49.6% | -21.5% | -28.1% | -45.1% |
| 3M | -60.4% | -43.8% | -16.5% | -51.3% |
| 6M | -66.9% | -32.3% | -34.6% | -62.5% |
| YTD | -53.9% | -25.8% | -28.0% | -50.0% |
| 1Y | -67.1% | +25.5% | -92.6% | -71.2% |
| 3Y | +118.3% | +84.1% | +34.1% | +53.7% |
| 5Y | -26.9% | -39.2% | +12.4% | -39.5% |
| All | -31.2% | -1.7% | -29.5% | -44.5% |
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