+128.8%
CIFR vs AS
+134.9%
-6.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.5% | +17.4% | +17.8% |
| 7D | -10.2% | +6.9% | -17.2% | -12.6% |
| 30D | -55.0% | +16.0% | -71.0% | -57.7% |
| 3M | -64.1% | -12.8% | -51.2% | -62.8% |
| 6M | -70.1% | -15.4% | -54.7% | -68.9% |
| YTD | -55.7% | -15.7% | -39.9% | -54.0% |
| 1Y | -69.9% | +6.1% | -75.9% | -71.0% |
| All | +128.8% | +134.9% | -6.0% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling