+148.3%
CIFR vs AXON
+40.7%
+107.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.4% |
| 7D | +28.8% | -19.7% | +48.6% | +35.5% |
| 30D | -36.9% | -25.7% | -11.2% | -31.8% |
| 3M | -60.0% | -48.8% | -11.2% | -51.4% |
| 6M | -64.4% | -22.0% | -42.4% | -65.0% |
| YTD | -51.6% | -45.9% | -5.6% | -45.1% |
| 1Y | -58.9% | -46.1% | -12.8% | -53.1% |
| All | +148.3% | +40.7% | +107.6% | +71.1% |
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