+149.5%
CIFR vs BTSG
+493.4%
-344.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.7% | -3.9% |
| 7D | +4.8% | +6.0% | -1.2% | +1.0% |
| 30D | -31.0% | +12.4% | -43.4% | -35.6% |
| 3M | -58.7% | +18.2% | -77.0% | -62.8% |
| 6M | -67.7% | +26.0% | -93.7% | -72.6% |
| YTD | -53.5% | +90.1% | -143.7% | -70.1% |
| 1Y | -54.1% | +124.3% | -178.3% | -73.4% |
| All | +149.5% | +493.4% | -344.0% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling