+51.0%
CIFR vs CFG
+101.4%
-50.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | +16.9% | +1.5% | +15.4% | +15.7% |
| 30D | -5.2% | -3.8% | -1.4% | -1.9% |
| 3M | -30.6% | +11.5% | -42.1% | -37.3% |
| 6M | +10.6% | +19.2% | -8.6% | -5.0% |
| YTD | +20.2% | +23.7% | -3.5% | -0.6% |
| 1Y | +139.7% | +38.8% | +100.9% | +80.1% |
| 3Y | +489.4% | +178.9% | +310.5% | +196.1% |
| All | +51.0% | +101.4% | -50.4% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling