+79.2%
CIFR vs AXON
+375.7%
-296.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.2% | +6.3% | +3.6% |
| 7D | +16.9% | -14.2% | +31.1% | +23.4% |
| 30D | -5.2% | -15.4% | +10.2% | -1.0% |
| 3M | -30.6% | +0.5% | -31.0% | -33.8% |
| 6M | +10.6% | -9.5% | +20.1% | +7.9% |
| YTD | +20.2% | -9.2% | +29.4% | +15.9% |
| 1Y | +139.7% | -29.4% | +169.1% | +155.9% |
| 3Y | +489.4% | +139.4% | +350.0% | +260.9% |
| 5Y | +54.4% | +178.9% | -124.5% | -28.4% |
| All | +79.2% | +375.7% | -296.5% | -18.4% |
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