-25.3%
CIFR vs AWK
-1.3%
-24.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.1% |
| 7D | -19.6% | +2.7% | -22.3% | -19.4% |
| 30D | -51.7% | +16.7% | -68.4% | -51.6% |
| 3M | -60.0% | +11.7% | -71.8% | -59.9% |
| 6M | -68.2% | +21.9% | -90.1% | -68.7% |
| YTD | -55.8% | +17.6% | -73.4% | -56.3% |
| 1Y | -66.8% | +19.8% | -86.6% | -67.5% |
| 3Y | +119.1% | +31.0% | +88.1% | +79.5% |
| 5Y | -25.3% | -3.0% | -22.3% | -30.2% |
| All | -25.3% | -1.3% | -24.0% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling