-61.9%
CIFR vs CFG
+28.5%
-90.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.9% | +8.0% | +8.3% |
| 7D | +9.4% | -0.8% | +10.2% | +10.3% |
| 30D | -45.3% | +3.1% | -48.4% | -46.4% |
| 3M | -58.7% | -9.7% | -49.0% | -55.8% |
| 6M | -64.9% | +6.7% | -71.6% | -68.1% |
| YTD | -51.8% | +15.2% | -67.0% | -58.9% |
| 1Y | -61.9% | +28.8% | -90.7% | -69.0% |
| All | -61.9% | +28.5% | -90.4% | -69.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling