-29.5%
CIFR vs AG
+12.9%
-42.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.8% | +16.1% | +17.3% |
| 7D | -10.2% | +6.3% | -16.5% | -12.8% |
| 30D | -55.0% | -8.9% | -46.1% | -53.6% |
| 3M | -64.1% | -12.2% | -51.9% | -62.4% |
| 6M | -70.1% | -28.3% | -41.8% | -66.9% |
| YTD | -55.7% | -8.8% | -46.8% | -55.0% |
| 1Y | -69.9% | +39.4% | -109.2% | -73.3% |
| 3Y | +68.7% | +229.4% | -160.7% | +7.4% |
| All | -29.5% | +12.9% | -42.4% | -49.6% |
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