-37.4%
CIFR vs AXP
+96.1%
-133.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -2.3% | -12.3% | -12.2% |
| 7D | -31.5% | +0.4% | -31.9% | -32.1% |
| 30D | -64.2% | +7.0% | -71.2% | -67.0% |
| 3M | -70.3% | -6.6% | -63.7% | -68.6% |
| 6M | -74.9% | +3.5% | -78.3% | -76.6% |
| YTD | -62.4% | -11.2% | -51.2% | -59.0% |
| 1Y | -77.5% | -10.2% | -67.4% | -75.9% |
| 3Y | +35.4% | +120.0% | -84.7% | -34.6% |
| 5Y | -37.4% | +95.6% | -133.0% | -70.0% |
| All | -37.4% | +96.1% | -133.6% | -70.0% |
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 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