-34.0%
CIFR vs CG
+80.0%
-114.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -2.9% |
| 7D | -19.6% | +2.0% | -21.5% | -21.5% |
| 30D | -51.7% | +8.5% | -60.2% | -55.7% |
| 3M | -60.0% | -12.1% | -47.9% | -56.6% |
| 6M | -68.2% | -16.4% | -51.8% | -64.5% |
| YTD | -55.8% | -28.0% | -27.8% | -42.9% |
| 1Y | -66.8% | -18.9% | -47.9% | -61.5% |
| 3Y | +119.1% | +51.2% | +67.9% | +63.5% |
| 5Y | -25.3% | -15.9% | -9.4% | -28.6% |
| All | -34.0% | +80.0% | -114.1% | -37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling