+119.1%
CIFR vs AWK
+29.4%
+89.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -3.5% |
| 7D | -19.6% | +2.7% | -22.3% | -17.2% |
| 30D | -51.7% | +16.7% | -68.4% | -45.1% |
| 3M | -60.0% | +11.7% | -71.8% | -55.6% |
| 6M | -68.2% | +21.9% | -90.1% | -62.5% |
| YTD | -55.8% | +17.6% | -73.4% | -48.2% |
| 1Y | -66.8% | +19.8% | -86.6% | -60.6% |
| 3Y | +119.1% | +31.0% | +88.1% | +127.4% |
| All | +119.1% | +29.4% | +89.7% | +127.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling