+70.7%
CIFR vs AG
+105.7%
-35.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.1% | -10.8% | -9.3% |
| 7D | +11.3% | -0.1% | +11.4% | +11.3% |
| 30D | +3.5% | +12.5% | -9.0% | +0.4% |
| 3M | -26.6% | +28.2% | -54.8% | -31.6% |
| 6M | +18.1% | -18.8% | +36.9% | +22.8% |
| YTD | +14.5% | +27.4% | -12.9% | +6.2% |
| 1Y | +83.3% | +132.2% | -48.9% | +46.6% |
| 3Y | +461.5% | +286.9% | +174.6% | +282.1% |
| 5Y | +29.3% | +72.8% | -43.5% | -6.3% |
| All | +70.7% | +105.7% | -35.0% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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