+138.2%
CIFR vs BG
+6.5%
+131.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.7% | -4.3% |
| 7D | +4.8% | +2.6% | +2.2% | +4.4% |
| 30D | -31.0% | -6.7% | -24.3% | -30.1% |
| 3M | -58.7% | -9.3% | -49.5% | -58.3% |
| 6M | -67.7% | -18.3% | -49.4% | -66.4% |
| YTD | -53.5% | +16.2% | -69.7% | -55.9% |
| 1Y | -54.1% | +7.6% | -61.6% | -55.7% |
| 3Y | +138.2% | +6.6% | +131.6% | +109.8% |
| All | +138.2% | +6.5% | +131.7% | +109.8% |
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