-30.7%
CIFR vs AGI
+260.3%
-291.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | +4.8% | -10.1% | +14.9% | +8.7% |
| 30D | -31.0% | -6.5% | -24.5% | -30.0% |
| 3M | -58.7% | -12.8% | -45.9% | -56.8% |
| 6M | -67.7% | -34.3% | -33.4% | -63.0% |
| YTD | -53.5% | -25.6% | -27.9% | -49.1% |
| 1Y | -54.1% | -14.2% | -39.8% | -51.6% |
| 3Y | +138.2% | +127.3% | +10.9% | +83.4% |
| 5Y | -18.5% | +241.8% | -260.3% | -43.3% |
| All | -30.7% | +260.3% | -291.0% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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