-29.5%
CIFR vs AXP
+91.7%
-121.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.2% | +19.2% | +19.2% |
| 7D | -10.2% | +0.6% | -10.8% | -11.6% |
| 30D | -55.0% | +5.8% | -60.9% | -58.1% |
| 3M | -64.1% | -6.0% | -58.0% | -62.3% |
| 6M | -70.1% | +0.3% | -70.4% | -71.3% |
| YTD | -55.7% | -12.3% | -43.4% | -51.2% |
| 1Y | -69.9% | -11.2% | -58.6% | -67.3% |
| 3Y | +68.7% | +117.0% | -48.3% | -17.4% |
| All | -29.5% | +91.7% | -121.1% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling