-64.1%
CIFR vs AXON
-46.9%
-17.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -18.2% | +36.1% | +15.4% |
| 7D | -10.2% | -26.8% | +16.6% | -9.8% |
| 30D | -55.0% | -22.9% | -32.1% | -55.1% |
| 3M | -64.1% | -40.1% | -24.0% | -63.6% |
| All | -64.1% | -46.9% | -17.2% | -63.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling