-34.0%
CIFR vs CSGP
-64.0%
+30.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.0% |
| 7D | -19.6% | -3.2% | -16.4% | -19.1% |
| 30D | -51.7% | +2.2% | -53.9% | -54.1% |
| 3M | -60.0% | -3.7% | -56.4% | -61.9% |
| 6M | -68.2% | -7.4% | -60.8% | -70.4% |
| YTD | -55.8% | -54.9% | -0.9% | -34.5% |
| 1Y | -66.8% | -54.9% | -11.9% | -50.9% |
| 3Y | +119.1% | -61.9% | +181.0% | +256.9% |
| 5Y | -25.3% | -63.1% | +37.8% | +13.7% |
| All | -34.0% | -64.0% | +30.0% | 0.0% |
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