+515.0%
CIFR vs AWK
+9.6%
+505.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.6% | +4.2% |
| 7D | +26.7% | +2.2% | +24.5% | +27.9% |
| 30D | +7.7% | +4.4% | +3.3% | +10.3% |
| 3M | -23.8% | +15.4% | -39.2% | -18.5% |
| 6M | +35.9% | +3.5% | +32.4% | +41.7% |
| YTD | +25.4% | +9.8% | +15.6% | +33.0% |
| 1Y | +139.8% | +3.0% | +136.8% | +152.6% |
| 3Y | +515.0% | +9.7% | +505.3% | +417.5% |
| All | +515.0% | +9.6% | +505.4% | +417.5% |
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