-29.5%
CIFR vs ASTS
+163.9%
-193.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +7.1% | +10.9% | +15.7% |
| 7D | -10.2% | -21.1% | +10.9% | -2.4% |
| 30D | -55.0% | -46.7% | -8.4% | -44.5% |
| 3M | -64.1% | -52.0% | -12.1% | -54.4% |
| 6M | -70.1% | -54.3% | -15.9% | -63.1% |
| YTD | -55.7% | -55.5% | -0.2% | -46.0% |
| 1Y | -69.9% | -50.5% | -19.4% | -65.0% |
| 3Y | +68.7% | +706.2% | -637.5% | -36.3% |
| All | -29.5% | +163.9% | -193.4% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling