-21.0%
CIFR vs CFG
+61.7%
-82.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.6% |
| 7D | +4.8% | +3.2% | +1.6% | +2.2% |
| 30D | -31.0% | +5.1% | -36.1% | -34.1% |
| 3M | -58.7% | -11.2% | -47.5% | -54.8% |
| 6M | -67.7% | +9.6% | -77.3% | -70.7% |
| YTD | -53.5% | +15.0% | -68.5% | -59.4% |
| 1Y | -54.1% | +29.9% | -83.9% | -64.0% |
| 3Y | +138.2% | +192.1% | -53.9% | +21.5% |
| All | -21.0% | +61.7% | -82.7% | -51.6% |
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