-28.2%
CIFR vs AXON
+191.0%
-219.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +4.3% | +4.6% | +7.4% |
| 7D | +9.4% | -25.6% | +35.0% | +19.7% |
| 30D | -45.3% | -23.9% | -21.4% | -40.9% |
| 3M | -58.7% | -50.4% | -8.3% | -48.3% |
| 6M | -64.9% | -20.0% | -44.9% | -65.3% |
| YTD | -51.8% | -44.5% | -7.4% | -45.7% |
| 1Y | -61.9% | -44.9% | -17.0% | -56.7% |
| 3Y | +138.6% | +44.7% | +93.9% | +71.6% |
| 5Y | -13.0% | +86.7% | -99.7% | -52.9% |
| All | -28.2% | +191.0% | -219.1% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 10y: compounded portfolio wealth divided by compounded AXON 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…
10y analysis · Full analysis span regression · 6 months rolling