+20.8%
CIFR vs AGG
-2.5%
+23.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.7% | -5.0% | -4.5% |
| 7D | -8.2% | -0.9% | -7.3% | -6.6% |
| 30D | -7.4% | -1.0% | -6.4% | -5.6% |
| 3M | -24.2% | -1.3% | -22.9% | -22.3% |
| 6M | +14.2% | -2.1% | +16.3% | +19.4% |
| YTD | +8.0% | -1.2% | +9.2% | +11.5% |
| 1Y | +55.5% | -0.5% | +56.0% | +58.5% |
| 3Y | +429.6% | +12.4% | +417.1% | +320.4% |
| 5Y | +20.8% | -2.4% | +23.2% | -12.1% |
| All | +20.8% | -2.5% | +23.3% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling