+51.0%
CIFR vs CSGP
-64.7%
+115.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.6% | +3.5% |
| 7D | +16.9% | -4.1% | +21.0% | +19.6% |
| 30D | -5.2% | +2.3% | -7.5% | -8.7% |
| 3M | -30.6% | -8.2% | -22.4% | -30.9% |
| 6M | +10.6% | -35.1% | +45.7% | +39.1% |
| YTD | +20.2% | -54.0% | +74.2% | +93.7% |
| 1Y | +139.7% | -65.3% | +205.0% | +385.8% |
| 3Y | +489.4% | -62.6% | +551.9% | +972.6% |
| All | +51.0% | -64.7% | +115.7% | +174.2% |
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