-27.8%
CIFR vs AXP
+232.4%
-260.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +1.9% |
| 7D | +28.8% | -2.1% | +31.0% | +30.9% |
| 30D | -36.9% | +2.7% | -39.6% | -38.8% |
| 3M | -60.0% | -7.3% | -52.7% | -58.0% |
| 6M | -64.4% | +1.8% | -66.1% | -65.8% |
| YTD | -51.6% | -13.1% | -38.5% | -47.1% |
| 1Y | -58.9% | -13.7% | -45.1% | -54.7% |
| 3Y | +139.9% | +113.1% | +26.8% | +51.6% |
| 5Y | -15.1% | +85.9% | -101.0% | -45.3% |
| All | -27.8% | +232.4% | -260.1% | -54.1% |
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