-33.9%
CIFR vs AXON
+188.7%
-222.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -18.2% | +36.1% | +24.1% |
| 7D | -10.2% | -26.8% | +16.6% | -1.5% |
| 30D | -55.0% | -22.9% | -32.1% | -51.7% |
| 3M | -64.1% | -40.1% | -24.0% | -58.3% |
| 6M | -70.1% | -18.9% | -51.2% | -70.8% |
| YTD | -55.7% | -44.9% | -10.8% | -49.9% |
| 1Y | -69.9% | -46.7% | -23.2% | -65.3% |
| 3Y | +68.7% | +44.3% | +24.4% | +21.4% |
| 5Y | -26.2% | +71.4% | -97.6% | -59.9% |
| All | -33.9% | +188.7% | -222.6% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling