-21.0%
CIFR vs ARWR
-34.9%
+13.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.6% |
| 7D | +4.8% | -17.8% | +22.7% | +12.7% |
| 30D | -31.0% | -18.1% | -12.8% | -25.6% |
| 3M | -58.7% | -44.2% | -14.5% | -47.8% |
| 6M | -67.7% | -38.6% | -29.1% | -61.2% |
| YTD | -53.5% | -28.0% | -25.5% | -48.6% |
| 1Y | -54.1% | +16.1% | -70.2% | -59.5% |
| 3Y | +138.2% | +84.0% | +54.2% | +56.7% |
| All | -21.0% | -34.9% | +13.9% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling