+485.5%
CIFR vs CEG
+182.6%
+302.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.7% | -1.0% |
| 7D | +16.9% | +8.0% | +8.9% | +11.0% |
| 30D | -5.2% | +12.9% | -18.1% | -12.2% |
| 3M | -30.6% | +13.2% | -43.7% | -34.6% |
| 6M | +10.6% | -7.0% | +17.6% | +15.2% |
| YTD | +20.2% | -15.0% | +35.2% | +30.3% |
| 1Y | +139.7% | -2.7% | +142.5% | +147.3% |
| All | +485.5% | +182.6% | +302.9% | +335.1% |
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