+79.2%
CIFR vs AVTR
-38.4%
+117.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.6% | +2.7% |
| 7D | +16.9% | +2.7% | +14.3% | +15.9% |
| 30D | -5.2% | +12.1% | -17.2% | -9.3% |
| 3M | -30.6% | +57.2% | -87.8% | -44.7% |
| 6M | +10.6% | +73.1% | -62.5% | -16.3% |
| YTD | +20.2% | +30.6% | -10.4% | +3.1% |
| 1Y | +139.7% | +13.5% | +126.2% | +109.6% |
| 3Y | +489.4% | -31.0% | +520.4% | +541.8% |
| 5Y | +54.4% | -63.2% | +117.6% | +126.9% |
| All | +79.2% | -38.4% | +117.6% | +147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling