+79.2%
CIFR vs CG
+102.8%
-23.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.8% | +3.6% |
| 7D | +16.9% | -4.3% | +21.3% | +21.8% |
| 30D | -5.2% | -5.1% | -0.1% | -2.2% |
| 3M | -30.6% | +8.7% | -39.2% | -37.8% |
| 6M | +10.6% | -9.2% | +19.8% | +17.9% |
| YTD | +20.2% | -18.9% | +39.1% | +41.8% |
| 1Y | +139.7% | -25.6% | +165.4% | +205.0% |
| 3Y | +489.4% | +57.3% | +432.1% | +327.2% |
| 5Y | +54.4% | +10.2% | +44.2% | +32.8% |
| All | +79.2% | +102.8% | -23.6% | +54.4% |
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 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