-30.7%
CIFR vs AG
+32.6%
-63.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.6% | -3.4% |
| 7D | +4.8% | -10.0% | +14.8% | +7.9% |
| 30D | -31.0% | -10.5% | -20.5% | -29.0% |
| 3M | -58.7% | -27.3% | -31.5% | -54.8% |
| 6M | -67.7% | -43.0% | -24.7% | -62.6% |
| YTD | -53.5% | -17.9% | -35.6% | -51.3% |
| 1Y | -54.1% | +11.9% | -66.0% | -55.3% |
| 3Y | +138.2% | +201.8% | -63.6% | +78.6% |
| 5Y | -18.5% | -0.1% | -18.5% | -33.3% |
| All | -30.7% | +32.6% | -63.3% | -43.4% |
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