-27.8%
CIFR vs CFG
+208.8%
-236.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.1% |
| 7D | +28.8% | +1.6% | +27.2% | +27.5% |
| 30D | -36.9% | +3.3% | -40.2% | -38.4% |
| 3M | -60.0% | -11.5% | -48.4% | -56.8% |
| 6M | -64.4% | +6.2% | -70.6% | -66.3% |
| YTD | -51.6% | +14.3% | -65.8% | -56.1% |
| 1Y | -58.9% | +26.7% | -85.6% | -65.3% |
| 3Y | +139.9% | +187.8% | -47.8% | +46.9% |
| 5Y | -15.1% | +61.3% | -76.4% | -39.7% |
| All | -27.8% | +208.8% | -236.6% | -49.3% |
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