+70.2%
CIFR vs AXTI
+869.6%
-799.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | -5.0% | +5.1% | -10.1% | -6.3% |
| 30D | -5.7% | -17.5% | +11.8% | -1.2% |
| 3M | -25.5% | -26.7% | +1.1% | -23.0% |
| 6M | +19.4% | +36.8% | -17.3% | -0.9% |
| YTD | +14.2% | +296.1% | -282.0% | -33.9% |
| 1Y | +69.0% | +1,810.6% | -1,741.6% | -38.6% |
| 3Y | +503.9% | +2,587.6% | -2,083.6% | +79.4% |
| 5Y | +27.7% | +601.7% | -574.1% | -52.8% |
| All | +70.2% | +869.6% | -799.4% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTI.
Daily Out/Under-Performance
Portfolio return minus AXTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTI 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 10y: compounded portfolio wealth divided by compounded AXTI 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…
10y analysis · Full analysis span regression · 6 months rolling