-21.0%
CIFR vs CSGP
-62.5%
+41.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -6.9% | -5.2% |
| 7D | +4.8% | +1.3% | +3.5% | +4.2% |
| 30D | -31.0% | +2.8% | -33.8% | -34.6% |
| 3M | -58.7% | -6.3% | -52.4% | -59.8% |
| 6M | -67.7% | -3.2% | -64.5% | -70.8% |
| YTD | -53.5% | -54.0% | +0.4% | -29.0% |
| 1Y | -54.1% | -54.8% | +0.8% | -28.7% |
| 3Y | +138.2% | -60.6% | +198.8% | +294.8% |
| All | -21.0% | -62.5% | +41.5% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling