-64.1%
CIFR vs AVAV
-32.1%
-31.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +10.5% | +7.5% | +10.4% |
| 7D | -10.2% | -10.6% | +0.4% | -5.6% |
| 30D | -55.0% | -18.8% | -36.3% | -51.3% |
| 3M | -64.1% | -34.1% | -30.0% | -59.7% |
| All | -64.1% | -32.1% | -31.9% | -59.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling