-33.9%
CIFR vs CFG
+201.1%
-235.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.9% | +18.9% | +18.5% |
| 7D | -10.2% | -0.9% | -9.3% | -10.1% |
| 30D | -55.0% | +1.1% | -56.1% | -55.5% |
| 3M | -64.1% | -12.0% | -52.1% | -61.1% |
| 6M | -70.1% | -2.2% | -67.9% | -70.2% |
| YTD | -55.7% | +11.4% | -67.1% | -59.2% |
| 1Y | -69.9% | +27.8% | -97.7% | -74.8% |
| 3Y | +68.7% | +173.3% | -104.6% | +6.0% |
| 5Y | -26.2% | +62.4% | -88.6% | -47.0% |
| All | -33.9% | +201.1% | -235.0% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling