-31.2%
CIFR vs CG
+82.7%
-113.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.6% | -2.5% | -1.7% |
| 7D | -0.7% | +3.0% | -3.8% | -4.1% |
| 30D | -49.6% | +10.1% | -59.8% | -54.4% |
| 3M | -60.4% | -10.8% | -49.5% | -57.6% |
| 6M | -66.9% | -15.2% | -51.6% | -63.5% |
| YTD | -53.9% | -26.9% | -27.0% | -41.2% |
| 1Y | -67.1% | -17.0% | -50.0% | -62.7% |
| 3Y | +118.3% | +54.6% | +63.6% | +59.8% |
| 5Y | -26.9% | -16.7% | -10.1% | -30.8% |
| All | -31.2% | +82.7% | -113.9% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling