-30.7%
CIFR vs CG
+71.7%
-102.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -5.0% |
| 7D | +4.8% | +0.2% | +4.6% | +4.2% |
| 30D | -31.0% | +11.2% | -42.2% | -38.7% |
| 3M | -58.7% | -22.1% | -36.6% | -49.9% |
| 6M | -67.7% | -17.9% | -49.8% | -63.5% |
| YTD | -53.5% | -31.3% | -22.2% | -37.7% |
| 1Y | -54.1% | -24.0% | -30.1% | -43.8% |
| 3Y | +138.2% | +45.0% | +93.2% | +83.9% |
| 5Y | -18.5% | -22.6% | +4.1% | -18.8% |
| All | -30.7% | +71.7% | -102.4% | -32.2% |
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