+26.9%
CIFR vs BTG
+78.0%
-51.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.5% |
| 7D | -5.0% | -3.8% | -1.3% | -3.5% |
| 30D | -5.7% | +3.6% | -9.3% | -6.8% |
| 3M | -25.5% | +32.0% | -57.6% | -35.1% |
| 6M | +19.4% | +3.4% | +16.1% | +14.5% |
| YTD | +14.2% | +20.8% | -6.6% | +2.1% |
| 1Y | +69.0% | +22.4% | +46.6% | +49.5% |
| 3Y | +503.9% | +91.7% | +412.2% | +331.3% |
| All | +26.9% | +78.0% | -51.1% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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