+70.2%
CIFR vs AGG
-2.4%
+72.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.8% |
| 7D | -5.0% | -1.1% | -4.0% | -3.2% |
| 30D | -5.7% | -1.1% | -4.6% | -3.7% |
| 3M | -25.5% | -1.9% | -23.6% | -23.0% |
| 6M | +19.4% | -1.7% | +21.1% | +23.9% |
| YTD | +14.2% | -1.3% | +15.5% | +17.8% |
| 1Y | +69.0% | -0.7% | +69.8% | +72.9% |
| 3Y | +503.9% | +12.5% | +491.5% | +386.6% |
| 5Y | +27.7% | -2.5% | +30.1% | +1.3% |
| All | +70.2% | -2.4% | +72.6% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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