+28.0%
CIFR vs BG
+86.7%
-58.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.4% | -8.6% |
| 7D | +11.3% | +0.5% | +10.8% | +11.1% |
| 30D | +3.5% | +10.3% | -6.8% | +1.2% |
| 3M | -26.6% | -1.9% | -24.7% | -26.4% |
| 6M | +18.1% | +5.2% | +12.8% | +16.4% |
| YTD | +14.5% | +41.2% | -26.7% | +6.2% |
| 1Y | +83.3% | +50.5% | +32.8% | +67.1% |
| 3Y | +461.5% | +19.9% | +441.6% | +426.8% |
| All | +28.0% | +86.7% | -58.7% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling