-33.9%
CIFR vs ARWR
+16.1%
-50.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.2% | +16.7% | +17.5% |
| 7D | -10.2% | -2.9% | -7.3% | -9.2% |
| 30D | -55.0% | -5.4% | -49.6% | -53.9% |
| 3M | -64.1% | -32.2% | -31.8% | -58.5% |
| 6M | -70.1% | -26.5% | -43.6% | -66.9% |
| YTD | -55.7% | -12.4% | -43.3% | -54.4% |
| 1Y | -69.9% | +46.9% | -116.7% | -74.9% |
| 3Y | +68.7% | +116.0% | -47.3% | +12.9% |
| 5Y | -26.2% | -28.0% | +1.7% | -42.1% |
| All | -33.9% | +16.1% | -50.0% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling