+128.3%
CIFR vs AS
+137.8%
-9.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.5% |
| 7D | -19.6% | +4.5% | -24.1% | -21.0% |
| 30D | -51.7% | +13.2% | -64.9% | -54.1% |
| 3M | -60.0% | -11.9% | -48.1% | -58.7% |
| 6M | -68.2% | -11.6% | -56.7% | -67.5% |
| YTD | -55.8% | -14.7% | -41.1% | -54.3% |
| 1Y | -66.8% | +5.7% | -72.5% | -68.0% |
| All | +128.3% | +137.8% | -9.4% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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