+94.1%
CIFR vs AS
+133.7%
-39.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -2.3% | -12.3% | -13.9% |
| 7D | -31.5% | +7.1% | -38.6% | -33.4% |
| 30D | -64.2% | +12.8% | -77.0% | -66.0% |
| 3M | -70.3% | -14.7% | -55.6% | -69.0% |
| 6M | -74.9% | -9.9% | -64.9% | -74.6% |
| YTD | -62.4% | -16.1% | -46.3% | -61.0% |
| 1Y | -77.5% | +0.2% | -77.7% | -78.0% |
| All | +94.1% | +133.7% | -39.7% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling