-70.3%
CIFR vs AS
-14.1%
-56.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -2.3% | -12.3% | -15.8% |
| 7D | -31.5% | +7.1% | -38.6% | -28.7% |
| 30D | -64.2% | +12.8% | -77.0% | -62.1% |
| 3M | -70.3% | -14.7% | -55.6% | -78.5% |
| All | -70.3% | -14.1% | -56.3% | -78.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling