-28.2%
CIFR vs AWK
+8.9%
-37.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.5% | +9.3% | +8.9% |
| 7D | +9.4% | 0.0% | +9.4% | +9.4% |
| 30D | -45.3% | +15.5% | -60.8% | -45.3% |
| 3M | -58.7% | +10.0% | -68.7% | -58.7% |
| 6M | -64.9% | +20.4% | -85.4% | -65.4% |
| YTD | -51.8% | +17.1% | -68.9% | -52.5% |
| 1Y | -61.9% | +18.3% | -80.2% | -62.7% |
| 3Y | +138.6% | +30.4% | +108.2% | +103.7% |
| 5Y | -13.0% | -2.7% | -10.3% | -16.6% |
| All | -28.2% | +8.9% | -37.1% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling