+83.3%
CIFR vs CFG
+38.1%
+45.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.9% | -7.8% | -7.9% |
| 7D | +11.3% | -0.6% | +11.9% | +12.1% |
| 30D | +3.5% | -4.5% | +8.0% | +8.1% |
| 3M | -26.6% | +6.3% | -33.0% | -32.0% |
| 6M | +18.1% | +20.6% | -2.5% | -3.5% |
| YTD | +14.5% | +21.2% | -6.7% | -8.8% |
| 1Y | +83.3% | +38.2% | +45.1% | +21.5% |
| All | +83.3% | +38.1% | +45.2% | +21.5% |
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