-28.2%
CIFR vs CAG
-46.9%
+18.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -2.4% | +11.3% | +7.9% |
| 7D | +9.4% | -1.8% | +11.1% | +9.0% |
| 30D | -45.3% | +9.7% | -55.0% | -42.6% |
| 3M | -58.7% | +0.5% | -59.2% | -57.7% |
| 6M | -64.9% | +8.9% | -73.9% | -62.8% |
| YTD | -51.8% | -8.4% | -43.5% | -50.6% |
| 1Y | -61.9% | -8.3% | -53.6% | -60.9% |
| 3Y | +138.6% | -36.1% | +174.7% | +128.8% |
| 5Y | -13.0% | -40.1% | +27.2% | -17.5% |
| All | -28.2% | -46.9% | +18.7% | -31.0% |
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