-58.9%
CIFR vs AWK
+17.4%
-76.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | -0.8% |
| 7D | +28.8% | -2.6% | +31.4% | +23.9% |
| 30D | -36.9% | +14.2% | -51.1% | -20.9% |
| 3M | -60.0% | +10.0% | -70.0% | -52.0% |
| 6M | -64.4% | +17.1% | -81.4% | -52.8% |
| YTD | -51.6% | +16.1% | -67.7% | -36.6% |
| 1Y | -58.9% | +17.5% | -76.4% | -43.3% |
| All | -58.9% | +17.4% | -76.2% | -43.3% |
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