+52.1%
CIFR vs AWK
-15.0%
+67.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.6% | +4.4% |
| 7D | +26.7% | +2.2% | +24.5% | +26.6% |
| 30D | +7.7% | +4.4% | +3.3% | +7.5% |
| 3M | -23.8% | +15.4% | -39.2% | -25.5% |
| 6M | +35.9% | +3.5% | +32.4% | +35.4% |
| YTD | +25.4% | +9.8% | +15.6% | +23.1% |
| 1Y | +139.8% | +3.0% | +136.8% | +138.3% |
| 3Y | +515.0% | +9.7% | +505.3% | +446.3% |
| 5Y | +52.1% | -17.2% | +69.3% | +52.1% |
| All | +52.1% | -15.0% | +67.1% | +52.1% |
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