+479.6%
CIFR vs BTSG
+382.3%
+97.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -6.6% | +0.9% | -1.7% |
| 7D | -8.2% | -5.8% | -2.5% | -4.8% |
| 30D | -7.4% | 0.0% | -7.4% | -7.4% |
| 3M | -24.2% | -4.5% | -19.7% | -23.6% |
| 6M | +14.2% | +40.0% | -25.8% | -10.6% |
| YTD | +8.0% | +54.6% | -46.6% | -21.1% |
| 1Y | +55.5% | +106.1% | -50.6% | -5.3% |
| All | +479.6% | +382.3% | +97.3% | +98.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling