+471.3%
CIFR vs BG
+20.1%
+451.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.6% | -5.9% |
| 7D | -8.2% | +3.7% | -12.0% | -9.1% |
| 30D | -7.4% | +12.3% | -19.7% | -10.3% |
| 3M | -24.2% | -2.2% | -22.0% | -23.5% |
| 6M | +14.2% | +5.3% | +8.9% | +12.4% |
| YTD | +8.0% | +42.4% | -34.4% | -2.1% |
| 1Y | +55.5% | +55.2% | +0.3% | +37.1% |
| All | +471.3% | +20.1% | +451.2% | +407.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling