-28.2%
CIFR vs AVAV
+64.1%
-92.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.7% | +8.2% | +8.6% |
| 7D | +9.4% | +9.9% | -0.5% | +5.7% |
| 30D | -45.3% | -5.4% | -39.9% | -43.5% |
| 3M | -58.7% | -36.5% | -22.1% | -50.4% |
| 6M | -64.9% | -25.3% | -39.7% | -62.5% |
| YTD | -51.8% | -48.6% | -3.3% | -41.4% |
| 1Y | -61.9% | -62.1% | +0.2% | -47.0% |
| 3Y | +138.6% | +2.3% | +136.3% | +114.2% |
| 5Y | -13.0% | +35.4% | -48.4% | -35.6% |
| All | -28.2% | +64.1% | -92.3% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling