+10.6%
CIFR vs AS
-20.4%
+31.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.4% | +0.6% |
| 7D | +16.9% | -4.9% | +21.8% | +19.4% |
| 30D | -5.2% | -19.6% | +14.4% | +4.9% |
| 3M | -30.6% | -14.4% | -16.2% | -28.1% |
| 6M | +10.6% | -20.1% | +30.7% | +24.1% |
| All | +10.6% | -20.4% | +31.0% | +24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling