-58.9%
CIFR vs ASTS
-49.4%
-9.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.8% | +6.4% | +3.1% |
| 7D | +28.8% | +14.2% | +14.6% | +21.3% |
| 30D | -36.9% | -26.7% | -10.3% | -27.7% |
| 3M | -60.0% | -53.6% | -6.4% | -45.6% |
| 6M | -64.4% | -52.7% | -11.6% | -54.5% |
| YTD | -51.6% | -52.5% | +0.9% | -41.3% |
| 1Y | -58.9% | -46.5% | -12.4% | -52.3% |
| All | -58.9% | -49.4% | -9.5% | -52.3% |
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