-71.1%
CIFR vs BTSG
+111.7%
-182.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -0.1% | -19.9% | -19.9% |
| 7D | -26.7% | +17.4% | -44.1% | -32.7% |
| 30D | -58.0% | +12.6% | -70.6% | -60.4% |
| 3M | -68.1% | +11.2% | -79.3% | -69.9% |
| 6M | -63.7% | +30.4% | -94.0% | -69.8% |
| YTD | -56.0% | +86.4% | -142.3% | -73.6% |
| 1Y | -71.1% | +117.9% | -189.0% | -86.2% |
| All | -71.1% | +111.7% | -182.8% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling