-71.1%
CIFR vs CEG
-33.0%
-38.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -6.7% | -13.2% | -14.3% |
| 7D | -26.7% | -4.8% | -21.9% | -22.7% |
| 30D | -58.0% | -8.2% | -49.8% | -54.5% |
| 3M | -68.1% | -7.9% | -60.2% | -65.5% |
| 6M | -63.7% | -23.2% | -40.4% | -55.6% |
| YTD | -56.0% | -30.1% | -25.8% | -46.8% |
| 1Y | -71.1% | -31.9% | -39.2% | -64.2% |
| All | -71.1% | -33.0% | -38.1% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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