-31.2%
CIFR vs AXP
+238.9%
-270.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.2% |
| 7D | -0.7% | -1.1% | +0.4% | -0.2% |
| 30D | -49.6% | +5.2% | -54.9% | -52.1% |
| 3M | -60.4% | -4.6% | -55.8% | -59.4% |
| 6M | -66.9% | +3.2% | -70.1% | -68.6% |
| YTD | -53.9% | -11.3% | -42.5% | -50.4% |
| 1Y | -67.1% | -11.0% | -56.1% | -64.7% |
| 3Y | +118.3% | +120.2% | -1.9% | +34.7% |
| 5Y | -26.9% | +91.7% | -118.6% | -53.7% |
| All | -31.2% | +238.9% | -270.1% | -57.0% |
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