+79.2%
CIFR vs AWK
+2.4%
+76.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.3% | +2.1% |
| 7D | +16.9% | +1.7% | +15.2% | +16.9% |
| 30D | -5.2% | +5.6% | -10.8% | -5.4% |
| 3M | -30.6% | +15.9% | -46.4% | -32.0% |
| 6M | +10.6% | +4.6% | +6.0% | +10.0% |
| YTD | +20.2% | +10.1% | +10.1% | +18.3% |
| 1Y | +139.7% | +2.1% | +137.6% | +139.1% |
| 3Y | +489.4% | +9.8% | +479.5% | +435.4% |
| 5Y | +54.4% | -15.4% | +69.7% | +47.5% |
| All | +79.2% | +2.4% | +76.8% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling