-30.7%
CIFR vs AXP
+235.0%
-265.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.7% |
| 7D | +4.8% | -0.1% | +4.9% | +4.9% |
| 30D | -31.0% | +4.4% | -35.4% | -34.0% |
| 3M | -58.7% | -6.4% | -52.3% | -57.0% |
| 6M | -67.7% | +4.2% | -71.9% | -69.6% |
| YTD | -53.5% | -12.4% | -41.2% | -49.6% |
| 1Y | -54.1% | -11.1% | -42.9% | -50.9% |
| 3Y | +138.2% | +114.9% | +23.3% | +49.4% |
| 5Y | -18.5% | +87.4% | -105.9% | -47.9% |
| All | -30.7% | +235.0% | -265.7% | -56.3% |
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