+70.7%
CIFR vs CAG
-46.5%
+117.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.0% | -7.7% | -9.0% |
| 7D | +11.3% | -6.6% | +17.9% | +9.2% |
| 30D | +3.5% | +2.3% | +1.2% | +4.3% |
| 3M | -26.6% | +16.3% | -42.9% | -23.0% |
| 6M | +18.1% | -16.0% | +34.1% | +16.3% |
| YTD | +14.5% | -7.7% | +22.2% | +15.3% |
| 1Y | +83.3% | -16.0% | +99.3% | +82.1% |
| 3Y | +461.5% | -37.7% | +499.2% | +426.0% |
| 5Y | +29.3% | -41.2% | +70.5% | +21.8% |
| All | +70.7% | -46.5% | +117.2% | +60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling