-28.2%
CIFR vs ASTS
+261.9%
-290.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +8.7% | +0.2% | +6.4% |
| 7D | +9.4% | +2.8% | +6.6% | +8.8% |
| 30D | -45.3% | -28.8% | -16.5% | -39.1% |
| 3M | -58.7% | -48.9% | -9.8% | -49.9% |
| 6M | -64.9% | -55.6% | -9.3% | -57.2% |
| YTD | -51.8% | -49.6% | -2.2% | -44.4% |
| 1Y | -61.9% | -46.1% | -15.9% | -57.3% |
| 3Y | +138.6% | +749.7% | -611.1% | +9.6% |
| 5Y | -13.0% | +193.2% | -206.2% | -55.8% |
| All | -28.2% | +261.9% | -290.0% | -63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling