-71.1%
CIFR vs AVAV
-68.0%
-3.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -8.3% | -11.6% | -17.0% |
| 7D | -26.7% | -10.1% | -16.6% | -23.6% |
| 30D | -58.0% | -18.7% | -39.3% | -54.6% |
| 3M | -68.1% | -33.0% | -35.1% | -63.7% |
| 6M | -63.7% | -37.2% | -26.5% | -59.4% |
| YTD | -56.0% | -53.2% | -2.8% | -48.3% |
| 1Y | -71.1% | -69.0% | -2.1% | -49.4% |
| All | -71.1% | -68.0% | -3.1% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 1y: compounded portfolio wealth divided by compounded AVAV 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…
1y analysis · Full analysis span regression · 6 months rolling