+52.1%
CIFR vs CG
+9.5%
+42.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +6.4% |
| 7D | +26.7% | -1.3% | +28.0% | +28.2% |
| 30D | +7.7% | -3.2% | +10.9% | +8.9% |
| 3M | -23.8% | +6.2% | -30.0% | -31.0% |
| 6M | +35.9% | -4.7% | +40.6% | +37.6% |
| YTD | +25.4% | -20.6% | +46.0% | +52.5% |
| 1Y | +139.8% | -26.4% | +166.1% | +212.5% |
| 3Y | +515.0% | +55.4% | +459.6% | +322.4% |
| 5Y | +52.1% | +9.8% | +42.3% | +26.4% |
| All | +52.1% | +9.5% | +42.6% | +26.4% |
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