+520.3%
CIFR vs AS
+120.4%
+399.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.4% | +0.9% |
| 7D | +16.9% | -4.9% | +21.8% | +19.0% |
| 30D | -5.2% | -19.6% | +14.4% | +1.7% |
| 3M | -30.6% | -14.4% | -16.2% | -27.8% |
| 6M | +10.6% | -20.1% | +30.7% | +18.2% |
| YTD | +20.2% | -20.9% | +41.1% | +28.2% |
| 1Y | +139.7% | -21.9% | +161.6% | +154.6% |
| All | +520.3% | +120.4% | +399.9% | +406.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling