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  • CIFR vs CEG✓SelectedUSD · CEGCIFR vs CEG performance historyLatest closeAs of+4.34%09/08
Stock and ETF performance explorer

CIFR vs CEG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+501.0%
CEG return
+717.5%
Excess return
-216.6%
Maximum drawdown
-89.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCEGExcessAlpha
1D+4.3%0.0%+4.3%+4.3%
7D+26.7%+6.7%+20.0%+21.9%
30D+7.7%+11.0%-3.2%+1.7%
3M-23.8%+19.5%-43.3%-29.8%
6M+35.9%-5.9%+41.8%+40.2%
YTD+25.4%-15.0%+40.4%+35.2%
1Y+139.8%+0.6%+139.1%+143.7%
3Y+515.0%+180.6%+334.3%+325.0%
All+501.0%+717.5%-216.6%+231.4%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling