+70.2%
CIFR vs BG
+160.7%
-90.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.5% | +6.0% |
| 7D | -5.0% | +3.1% | -8.1% | -5.6% |
| 30D | -5.7% | +10.2% | -15.9% | -7.5% |
| 3M | -25.5% | -1.7% | -23.9% | -25.3% |
| 6M | +19.4% | +1.0% | +18.4% | +18.9% |
| YTD | +14.2% | +39.9% | -25.8% | +7.2% |
| 1Y | +69.0% | +53.2% | +15.8% | +55.6% |
| 3Y | +503.9% | +16.3% | +487.7% | +473.4% |
| 5Y | +27.7% | +83.9% | -56.2% | +13.6% |
| All | +70.2% | +160.7% | -90.5% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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