-71.1%
CIFR vs AWK
+20.7%
-91.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.2% | -22.1% | -16.7% |
| 7D | -26.7% | +7.0% | -33.8% | -18.2% |
| 30D | -58.0% | +17.0% | -75.1% | -46.8% |
| 3M | -68.1% | +12.4% | -80.5% | -61.4% |
| 6M | -63.7% | +19.6% | -83.3% | -52.3% |
| YTD | -56.0% | +17.0% | -73.0% | -43.1% |
| 1Y | -71.1% | +20.0% | -91.1% | -61.9% |
| All | -71.1% | +20.7% | -91.8% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling