+87.0%
CIFR vs BTG
-0.9%
+87.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.2% | +5.4% |
| 7D | +26.7% | +4.8% | +21.9% | +24.6% |
| 30D | +7.7% | +8.3% | -0.6% | +5.0% |
| 3M | -23.8% | +32.3% | -56.1% | -32.3% |
| 6M | +35.9% | +3.0% | +32.9% | +31.2% |
| YTD | +25.4% | +21.9% | +3.5% | +13.8% |
| 1Y | +139.8% | +28.2% | +111.6% | +113.4% |
| 3Y | +515.0% | +99.9% | +415.1% | +363.0% |
| 5Y | +52.1% | +73.6% | -21.5% | +19.3% |
| All | +87.0% | -0.9% | +87.8% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling