-43.9%
CIFR vs AXP
+239.6%
-283.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -2.3% | -12.3% | -12.7% |
| 7D | -31.5% | +0.4% | -31.9% | -32.0% |
| 30D | -64.2% | +7.0% | -71.2% | -66.4% |
| 3M | -70.3% | -6.6% | -63.7% | -69.0% |
| 6M | -74.9% | +3.5% | -78.3% | -76.2% |
| YTD | -62.4% | -11.2% | -51.2% | -59.6% |
| 1Y | -77.5% | -10.2% | -67.4% | -76.1% |
| 3Y | +35.4% | +120.0% | -84.7% | -16.3% |
| 5Y | -37.4% | +95.6% | -133.0% | -60.4% |
| All | -43.9% | +239.6% | -283.5% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling