+83.3%
CIFR vs CG
-29.3%
+112.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.0% | -4.7% | -5.6% |
| 7D | +11.3% | -6.4% | +17.8% | +17.2% |
| 30D | +3.5% | -7.1% | +10.6% | +7.5% |
| 3M | -26.6% | -1.6% | -25.1% | -28.4% |
| 6M | +18.1% | -8.3% | +26.4% | +25.0% |
| YTD | +14.5% | -23.8% | +38.3% | +45.1% |
| 1Y | +83.3% | -28.7% | +112.0% | +148.9% |
| All | +83.3% | -29.3% | +112.6% | +148.9% |
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 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