-71.1%
CIFR vs ASTS
-47.5%
-23.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -4.1% | -15.8% | -18.2% |
| 7D | -26.7% | -15.8% | -10.9% | -20.9% |
| 30D | -58.0% | -39.0% | -19.0% | -48.3% |
| 3M | -68.1% | -49.3% | -18.8% | -58.0% |
| 6M | -63.7% | -47.9% | -15.7% | -56.4% |
| YTD | -56.0% | -51.0% | -5.0% | -48.0% |
| 1Y | -71.1% | -49.2% | -22.0% | -67.1% |
| All | -71.1% | -47.5% | -23.7% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 1y: compounded portfolio wealth divided by compounded ASTS 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…
1y analysis · Full analysis span regression · 6 months rolling