+487.4%
CIFR vs AXP
+110.9%
+376.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +3.6% |
| 7D | +16.9% | -2.1% | +19.1% | +20.4% |
| 30D | -5.2% | -6.5% | +1.4% | +3.1% |
| 3M | -30.6% | +4.6% | -35.2% | -36.5% |
| 6M | +10.6% | +5.4% | +5.2% | 0.0% |
| YTD | +20.2% | -11.1% | +31.3% | +35.2% |
| 1Y | +139.7% | -0.3% | +140.0% | +121.7% |
| All | +487.4% | +110.9% | +376.5% | +70.9% |
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