+51.0%
CIFR vs AG
+64.2%
-13.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.8% |
| 7D | +16.9% | +1.0% | +15.9% | +16.6% |
| 30D | -5.2% | +19.2% | -24.4% | -10.5% |
| 3M | -30.6% | +6.2% | -36.7% | -32.2% |
| 6M | +10.6% | -26.7% | +37.3% | +19.8% |
| YTD | +20.2% | +26.1% | -5.9% | +9.5% |
| 1Y | +139.7% | +131.7% | +8.1% | +80.0% |
| 3Y | +489.4% | +255.3% | +234.0% | +262.6% |
| All | +51.0% | +64.2% | -13.2% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling