+487.4%
CIFR vs AVAV
+48.2%
+439.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.9% | +2.8% |
| 7D | +16.9% | -2.2% | +19.2% | +18.1% |
| 30D | -5.2% | -13.9% | +8.7% | 0.0% |
| 3M | -30.6% | -29.2% | -1.3% | -22.5% |
| 6M | +10.6% | -36.1% | +46.7% | +25.5% |
| YTD | +20.2% | -40.2% | +60.4% | +38.0% |
| 1Y | +139.7% | -36.2% | +175.9% | +176.4% |
| All | +487.4% | +48.2% | +439.2% | +409.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling