-71.1%
CIFR vs CAG
-6.8%
-64.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +6.0% | -25.9% | -14.9% |
| 7D | -26.7% | +9.7% | -36.4% | -19.6% |
| 30D | -58.0% | +15.8% | -73.8% | -51.9% |
| 3M | -68.1% | +1.8% | -69.9% | -66.4% |
| 6M | -63.7% | +11.5% | -75.2% | -58.6% |
| YTD | -56.0% | -6.7% | -49.2% | -53.7% |
| 1Y | -71.1% | -5.6% | -65.5% | -70.2% |
| All | -71.1% | -6.8% | -64.3% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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