+118.3%
CIFR vs ASTS
+793.2%
-675.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +14.1% | -10.1% | 0.0% |
| 7D | -0.7% | +1.5% | -2.3% | -0.6% |
| 30D | -49.6% | -27.6% | -22.0% | -44.3% |
| 3M | -60.4% | -48.7% | -11.6% | -52.1% |
| 6M | -66.9% | -50.8% | -16.0% | -60.8% |
| YTD | -53.9% | -49.2% | -4.7% | -46.7% |
| 1Y | -67.1% | -46.7% | -20.4% | -62.8% |
| 3Y | +118.3% | +793.2% | -675.0% | +37.4% |
| All | +118.3% | +793.2% | -675.0% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling