-28.2%
CIFR vs CSGP
-64.1%
+35.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.2% | +9.1% | +9.0% |
| 7D | +9.4% | -7.1% | +16.5% | +12.4% |
| 30D | -45.3% | +3.6% | -48.9% | -48.4% |
| 3M | -58.7% | -2.7% | -56.0% | -60.8% |
| 6M | -64.9% | -8.0% | -56.9% | -67.2% |
| YTD | -51.8% | -55.0% | +3.2% | -28.7% |
| 1Y | -61.9% | -55.8% | -6.2% | -42.8% |
| 3Y | +138.6% | -62.0% | +200.6% | +288.9% |
| 5Y | -13.0% | -62.9% | +50.0% | +32.2% |
| All | -28.2% | -64.1% | +35.9% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling