-34.0%
CIFR vs CAG
-45.6%
+11.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.5% | -4.4% |
| 7D | -19.6% | +6.6% | -26.2% | -16.9% |
| 30D | -51.7% | +13.9% | -65.6% | -48.6% |
| 3M | -60.0% | +4.0% | -64.0% | -58.5% |
| 6M | -68.2% | +10.0% | -78.2% | -66.1% |
| YTD | -55.8% | -6.1% | -49.6% | -54.2% |
| 1Y | -66.8% | -4.3% | -62.5% | -65.4% |
| 3Y | +119.1% | -34.6% | +153.7% | +112.0% |
| 5Y | -25.3% | -39.4% | +14.2% | -28.3% |
| All | -34.0% | -45.6% | +11.6% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling