+471.3%
CIFR vs AGG
+12.6%
+458.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -5.0% | -4.9% |
| 7D | -8.2% | -0.9% | -7.3% | -7.2% |
| 30D | -7.4% | -1.0% | -6.4% | -6.2% |
| 3M | -24.2% | -1.3% | -22.9% | -22.9% |
| 6M | +14.2% | -2.1% | +16.3% | +17.2% |
| YTD | +8.0% | -1.2% | +9.2% | +10.5% |
| 1Y | +55.5% | -0.5% | +56.0% | +58.6% |
| All | +471.3% | +12.6% | +458.8% | +389.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling