-71.1%
CIFR vs CGNX
+31.4%
-102.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -8.7% | -11.3% | -13.1% |
| 7D | -26.7% | -9.2% | -17.5% | -19.8% |
| 30D | -58.0% | -17.6% | -40.4% | -50.5% |
| 3M | -68.1% | -25.7% | -42.4% | -59.6% |
| 6M | -63.7% | -5.5% | -58.2% | -60.0% |
| YTD | -56.0% | +48.1% | -104.1% | -66.1% |
| 1Y | -71.1% | +33.5% | -104.6% | -74.1% |
| All | -71.1% | +31.4% | -102.6% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling