-33.9%
CIFR vs AXP
+235.4%
-269.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.2% | +19.2% | +18.9% |
| 7D | -10.2% | +0.6% | -10.8% | -11.3% |
| 30D | -55.0% | +5.8% | -60.9% | -57.5% |
| 3M | -64.1% | -6.0% | -58.0% | -62.7% |
| 6M | -70.1% | +0.3% | -70.4% | -71.0% |
| YTD | -55.7% | -12.3% | -43.4% | -52.0% |
| 1Y | -69.9% | -11.2% | -58.6% | -67.7% |
| 3Y | +68.7% | +117.0% | -48.3% | +5.2% |
| 5Y | -26.2% | +93.2% | -119.4% | -52.9% |
| All | -33.9% | +235.4% | -269.3% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 10y: compounded portfolio wealth divided by compounded AXP 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…
10y analysis · Full analysis span regression · 6 months rolling