+61.0%
CIFR vs CGNX
-5.0%
+66.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.3% | -5.4% | -5.5% |
| 7D | -8.2% | +1.5% | -9.7% | -9.2% |
| 30D | -7.4% | -1.8% | -5.6% | -5.8% |
| 3M | -24.2% | +5.3% | -29.4% | -26.5% |
| 6M | +14.2% | +22.3% | -8.1% | +1.6% |
| YTD | +8.0% | +72.2% | -64.2% | -29.1% |
| 1Y | +55.5% | +39.8% | +15.7% | +19.0% |
| 3Y | +429.6% | +44.8% | +384.7% | +279.4% |
| 5Y | +20.8% | -27.0% | +47.8% | +14.1% |
| All | +61.0% | -5.0% | +66.0% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling