+118.3%
CIFR vs AXP
+118.3%
0.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +2.8% |
| 7D | -0.7% | -1.1% | +0.4% | 0.0% |
| 30D | -49.6% | +5.2% | -54.9% | -53.4% |
| 3M | -60.4% | -4.6% | -55.8% | -58.9% |
| 6M | -66.9% | +3.2% | -70.1% | -69.9% |
| YTD | -53.9% | -11.3% | -42.5% | -48.9% |
| 1Y | -67.1% | -11.0% | -56.1% | -63.8% |
| 3Y | +118.3% | +120.2% | -1.9% | -47.5% |
| All | +118.3% | +118.3% | 0.0% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling