+68.7%
CIFR vs ASTS
+688.5%
-619.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +7.1% | +10.9% | +15.9% |
| 7D | -10.2% | -21.1% | +10.9% | -3.4% |
| 30D | -55.0% | -46.7% | -8.4% | -46.0% |
| 3M | -64.1% | -52.0% | -12.1% | -55.7% |
| 6M | -70.1% | -54.3% | -15.9% | -63.9% |
| YTD | -55.7% | -55.5% | -0.2% | -46.8% |
| 1Y | -69.9% | -50.5% | -19.4% | -65.0% |
| 3Y | +68.7% | +706.2% | -637.5% | +10.8% |
| All | +68.7% | +688.5% | -619.9% | +10.8% |
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