-33.9%
CIFR vs AVAV
+48.8%
-82.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +10.5% | +7.5% | +13.6% |
| 7D | -10.2% | -10.6% | +0.4% | -4.8% |
| 30D | -55.0% | -18.8% | -36.3% | -50.5% |
| 3M | -64.1% | -34.1% | -30.0% | -57.5% |
| 6M | -70.1% | -35.3% | -34.8% | -66.0% |
| YTD | -55.7% | -53.4% | -2.3% | -43.7% |
| 1Y | -69.9% | -65.6% | -4.2% | -56.2% |
| 3Y | +68.7% | -5.1% | +73.8% | +56.8% |
| 5Y | -26.2% | +18.5% | -44.7% | -42.9% |
| All | -33.9% | +48.8% | -82.7% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling