+87.0%
CIFR vs AGG
-1.5%
+88.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.5% |
| 7D | +26.7% | +0.1% | +26.6% | +26.4% |
| 30D | +7.7% | -0.4% | +8.1% | +8.5% |
| 3M | -23.8% | -0.3% | -23.5% | -23.4% |
| 6M | +35.9% | -1.2% | +37.1% | +39.6% |
| YTD | +25.4% | -0.4% | +25.8% | +27.2% |
| 1Y | +139.8% | +0.4% | +139.4% | +140.3% |
| 3Y | +515.0% | +13.4% | +501.5% | +388.2% |
| 5Y | +52.1% | -1.4% | +53.5% | +18.7% |
| All | +87.0% | -1.5% | +88.4% | +45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling