+448.7%
CIFR vs CEG
+703.5%
-254.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.7% | -7.0% | -7.7% |
| 7D | +11.3% | +1.3% | +10.0% | +10.4% |
| 30D | +3.5% | +8.8% | -5.4% | -1.1% |
| 3M | -26.6% | +17.0% | -43.6% | -31.6% |
| 6M | +18.1% | -8.7% | +26.8% | +24.0% |
| YTD | +14.5% | -16.4% | +30.9% | +24.8% |
| 1Y | +83.3% | -1.8% | +85.0% | +88.8% |
| 3Y | +461.5% | +175.8% | +285.7% | +292.2% |
| All | +448.7% | +703.5% | -254.8% | +205.8% |
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