-27.8%
CIFR vs AVTR
-35.7%
+8.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +28.8% | +3.2% | +25.7% | +27.5% |
| 30D | -36.9% | +0.5% | -37.4% | -36.9% |
| 3M | -60.0% | +12.1% | -72.1% | -61.7% |
| 6M | -64.4% | +91.2% | -155.5% | -74.2% |
| YTD | -51.6% | +36.3% | -87.9% | -59.2% |
| 1Y | -58.9% | +35.2% | -94.1% | -65.5% |
| 3Y | +139.9% | -15.8% | +155.8% | +137.9% |
| 5Y | -15.1% | -58.9% | +43.8% | +19.2% |
| All | -27.8% | -35.7% | +8.0% | -1.8% |
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