-54.1%
CIFR vs CAG
-9.3%
-44.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -2.9% |
| 7D | +4.8% | -3.3% | +8.2% | +1.7% |
| 30D | -31.0% | +7.7% | -38.7% | -24.4% |
| 3M | -58.7% | -3.2% | -55.5% | -57.9% |
| 6M | -67.7% | +7.0% | -74.7% | -63.9% |
| YTD | -53.5% | -9.0% | -44.5% | -51.5% |
| 1Y | -54.1% | -9.6% | -44.4% | -53.1% |
| All | -54.1% | -9.3% | -44.8% | -53.1% |
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