-71.1%
CIFR vs CG
-14.1%
-57.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.5% | -24.5% | -22.6% |
| 7D | -26.7% | +9.4% | -36.2% | -31.6% |
| 30D | -58.0% | +8.7% | -66.7% | -60.6% |
| 3M | -68.1% | -15.0% | -53.1% | -64.6% |
| 6M | -63.7% | -13.2% | -50.5% | -60.0% |
| YTD | -56.0% | -26.2% | -29.8% | -44.3% |
| 1Y | -71.1% | -14.1% | -57.0% | -69.8% |
| All | -71.1% | -14.1% | -57.1% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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