-74.9%
CIFR vs AXP
+2.1%
-76.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -2.3% | -12.3% | -14.6% |
| 7D | -31.5% | +0.4% | -31.9% | -31.3% |
| 30D | -64.2% | +7.0% | -71.2% | -64.2% |
| 3M | -70.3% | -6.6% | -63.7% | -69.8% |
| 6M | -74.9% | +3.5% | -78.3% | -75.9% |
| All | -74.9% | +2.1% | -76.9% | -75.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling