+87.3%
CIFR vs AUR
-34.9%
+122.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.7% | +3.3% |
| 7D | +26.7% | +19.2% | +7.5% | +18.3% |
| 30D | +7.7% | -7.8% | +15.5% | +11.5% |
| 3M | -23.8% | +4.0% | -27.8% | -25.1% |
| 6M | +35.9% | +45.0% | -9.1% | +15.1% |
| YTD | +25.4% | +69.5% | -44.1% | -0.4% |
| 1Y | +139.8% | +13.0% | +126.7% | +124.4% |
| 3Y | +515.0% | +90.4% | +424.6% | +313.5% |
| 5Y | +52.1% | -34.2% | +86.3% | +3.7% |
| All | +87.3% | -34.9% | +122.2% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling