+487.4%
CIFR vs AXON
+140.4%
+347.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.2% | +6.3% | +3.6% |
| 7D | +16.9% | -14.2% | +31.1% | +23.0% |
| 30D | -5.2% | -15.4% | +10.2% | -1.2% |
| 3M | -30.6% | +0.5% | -31.0% | -33.8% |
| 6M | +10.6% | -9.5% | +20.1% | +9.2% |
| YTD | +20.2% | -9.2% | +29.4% | +16.7% |
| 1Y | +139.7% | -29.4% | +169.1% | +160.8% |
| All | +487.4% | +140.4% | +347.0% | +191.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling