+70.2%
CIFR vs AZO
+144.3%
-74.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | -5.0% | -3.6% | -1.4% | -5.1% |
| 30D | -5.7% | -5.6% | -0.2% | -5.8% |
| 3M | -25.5% | -6.6% | -18.9% | -25.7% |
| 6M | +19.4% | -22.5% | +41.9% | +21.3% |
| YTD | +14.2% | -15.2% | +29.3% | +15.6% |
| 1Y | +69.0% | -33.9% | +102.9% | +74.6% |
| 3Y | +503.9% | +11.8% | +492.1% | +489.2% |
| 5Y | +27.7% | +85.5% | -57.9% | +11.9% |
| All | +70.2% | +144.3% | -74.1% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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