+139.7%
CIFR vs BTSG
+152.4%
-12.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.3% | +2.8% |
| 7D | +16.9% | +2.7% | +14.2% | +15.3% |
| 30D | -5.2% | -3.6% | -1.6% | -3.5% |
| 3M | -30.6% | +5.8% | -36.4% | -34.7% |
| 6M | +10.6% | +44.7% | -34.1% | -17.9% |
| YTD | +20.2% | +62.2% | -42.0% | -19.6% |
| 1Y | +139.7% | +152.1% | -12.4% | +24.1% |
| All | +139.7% | +152.4% | -12.7% | +24.1% |
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