+132.1%
CIFR vs CEG
+672.0%
-539.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -1.1% |
| 7D | +28.8% | +17.8% | +11.0% | +17.1% |
| 30D | -36.9% | -4.5% | -32.4% | -34.3% |
| 3M | -60.0% | +1.5% | -61.5% | -59.9% |
| 6M | -64.4% | -3.5% | -60.8% | -63.0% |
| YTD | -51.6% | -19.7% | -31.9% | -45.5% |
| 1Y | -58.9% | -19.8% | -39.1% | -53.5% |
| 3Y | +139.9% | +136.4% | +3.5% | +80.3% |
| All | +132.1% | +672.0% | -539.9% | +33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling