-70.1%
CIFR vs CFG
-1.1%
-69.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.9% | +18.9% | +18.0% |
| 7D | -10.2% | -0.9% | -9.3% | -9.9% |
| 30D | -55.0% | +1.1% | -56.1% | -55.0% |
| 3M | -64.1% | -12.0% | -52.1% | -63.2% |
| 6M | -70.1% | -2.2% | -67.9% | -70.9% |
| All | -70.1% | -1.1% | -69.0% | -70.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling