+87.0%
CIFR vs CFG
+230.6%
-143.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.5% | +5.1% |
| 7D | +26.7% | +2.7% | +24.0% | +24.6% |
| 30D | +7.7% | -3.7% | +11.4% | +10.6% |
| 3M | -23.8% | +9.5% | -33.3% | -28.8% |
| 6M | +35.9% | +22.2% | +13.7% | +18.6% |
| YTD | +25.4% | +22.3% | +3.1% | +9.2% |
| 1Y | +139.8% | +39.4% | +100.3% | +92.1% |
| 3Y | +515.0% | +188.5% | +326.5% | +269.7% |
| 5Y | +52.1% | +101.5% | -49.4% | +3.9% |
| All | +87.0% | +230.6% | -143.6% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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