+471.3%
CIFR vs AUR
+81.4%
+390.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.6% | -3.1% | -4.4% |
| 7D | -8.2% | +0.2% | -8.4% | -8.2% |
| 30D | -7.4% | -8.9% | +1.5% | -3.0% |
| 3M | -24.2% | +4.6% | -28.8% | -26.1% |
| 6M | +14.2% | +44.9% | -30.7% | -6.4% |
| YTD | +8.0% | +64.8% | -56.8% | -17.0% |
| 1Y | +55.5% | +16.4% | +39.2% | +41.4% |
| All | +471.3% | +81.4% | +390.0% | +245.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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