-29.5%
CIFR vs CG
-22.2%
-7.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.7% | +18.6% | +18.5% |
| 7D | -10.2% | -1.2% | -9.0% | -10.1% |
| 30D | -55.0% | +5.0% | -60.1% | -57.8% |
| 3M | -64.1% | -18.2% | -45.9% | -57.9% |
| 6M | -70.1% | -20.7% | -49.4% | -64.6% |
| YTD | -55.7% | -31.4% | -24.2% | -38.8% |
| 1Y | -69.9% | -22.3% | -47.6% | -63.4% |
| 3Y | +68.7% | +50.2% | +18.5% | +17.0% |
| All | -29.5% | -22.2% | -7.3% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling