+68.7%
CIFR vs CEG
+114.1%
-45.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +4.3% | +13.6% | +15.0% |
| 7D | -10.2% | -4.7% | -5.5% | -5.8% |
| 30D | -55.0% | -16.6% | -38.5% | -48.4% |
| 3M | -64.1% | -4.1% | -59.9% | -62.5% |
| 6M | -70.1% | -22.3% | -47.8% | -64.3% |
| YTD | -55.7% | -28.9% | -26.7% | -45.2% |
| 1Y | -69.9% | -28.5% | -41.4% | -62.8% |
| 3Y | +68.7% | +104.3% | -35.6% | +37.1% |
| All | +68.7% | +114.1% | -45.5% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling