+515.0%
CIFR vs CG
+56.8%
+458.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +6.6% |
| 7D | +26.7% | -1.3% | +28.0% | +28.4% |
| 30D | +7.7% | -3.2% | +10.9% | +8.9% |
| 3M | -23.8% | +6.2% | -30.0% | -31.9% |
| 6M | +35.9% | -4.7% | +40.6% | +37.5% |
| YTD | +25.4% | -20.6% | +46.0% | +55.6% |
| 1Y | +139.8% | -26.4% | +166.1% | +221.4% |
| 3Y | +515.0% | +55.4% | +459.6% | +283.9% |
| All | +515.0% | +56.8% | +458.2% | +283.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling