+515.0%
CIFR vs AVTR
-25.8%
+540.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.5% | +3.7% |
| 7D | +26.7% | +7.4% | +19.3% | +24.0% |
| 30D | +7.7% | +12.2% | -4.5% | +4.1% |
| 3M | -23.8% | +57.4% | -81.2% | -37.2% |
| 6M | +35.9% | +86.7% | -50.8% | +3.8% |
| YTD | +25.4% | +33.1% | -7.7% | +9.7% |
| 1Y | +139.8% | +16.1% | +123.6% | +112.8% |
| 3Y | +515.0% | -24.6% | +539.6% | +540.0% |
| All | +515.0% | -25.8% | +540.7% | +540.0% |
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