+119.1%
CIFR vs AVTR
-15.3%
+134.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.4% |
| 7D | -19.6% | -0.1% | -19.5% | -19.3% |
| 30D | -51.7% | -0.6% | -51.1% | -51.5% |
| 3M | -60.0% | +13.4% | -73.4% | -61.5% |
| 6M | -68.2% | +87.4% | -155.6% | -75.8% |
| YTD | -55.8% | +35.9% | -91.6% | -61.6% |
| 1Y | -66.8% | +35.4% | -102.2% | -71.3% |
| 3Y | +119.1% | -16.1% | +135.2% | +62.1% |
| All | +119.1% | -15.3% | +134.5% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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