+138.2%
CIFR vs ASTS
+649.4%
-511.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.5% | +1.5% | -2.5% |
| 7D | +4.8% | +0.8% | +4.0% | +4.4% |
| 30D | -31.0% | -22.6% | -8.3% | -25.2% |
| 3M | -58.7% | -54.4% | -4.3% | -48.5% |
| 6M | -67.7% | -56.4% | -11.3% | -60.3% |
| YTD | -53.5% | -55.1% | +1.6% | -44.4% |
| 1Y | -54.1% | -46.9% | -7.1% | -47.7% |
| 3Y | +138.2% | +715.0% | -576.8% | +49.9% |
| All | +138.2% | +649.4% | -511.2% | +49.9% |
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