+514.5%
CIFR vs BTSG
+416.6%
+98.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.9% | -7.8% | -8.2% |
| 7D | +11.3% | +2.9% | +8.4% | +9.7% |
| 30D | +3.5% | +0.9% | +2.6% | +2.6% |
| 3M | -26.6% | +1.6% | -28.3% | -28.7% |
| 6M | +18.1% | +46.8% | -28.7% | -10.0% |
| YTD | +14.5% | +65.5% | -51.0% | -19.8% |
| 1Y | +83.3% | +136.2% | -52.9% | +2.9% |
| All | +514.5% | +416.6% | +98.0% | +101.4% |
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