+61.0%
CIFR vs CG
+85.9%
-24.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.4% | -3.3% | -3.6% |
| 7D | -8.2% | -9.8% | +1.6% | +0.7% |
| 30D | -7.4% | -10.3% | +2.9% | +0.5% |
| 3M | -24.2% | -1.7% | -22.5% | -25.4% |
| 6M | +14.2% | -9.8% | +24.0% | +21.9% |
| YTD | +8.0% | -25.6% | +33.6% | +37.9% |
| 1Y | +55.5% | -32.5% | +88.0% | +116.1% |
| 3Y | +429.6% | +45.6% | +383.9% | +312.4% |
| 5Y | +20.8% | +3.7% | +17.1% | +12.4% |
| All | +61.0% | +85.9% | -24.9% | +50.1% |
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