-37.4%
CIFR vs CSGP
-62.1%
+24.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -1.6% | -13.0% | -13.9% |
| 7D | -31.5% | +13.9% | -45.4% | -36.1% |
| 30D | -64.2% | +16.0% | -80.2% | -68.2% |
| 3M | -70.3% | +6.1% | -76.4% | -73.2% |
| 6M | -74.9% | -8.2% | -66.7% | -76.2% |
| YTD | -62.4% | -52.3% | -10.1% | -43.1% |
| 1Y | -77.5% | -54.5% | -23.0% | -64.5% |
| 3Y | +35.4% | -58.6% | +93.9% | +118.7% |
| 5Y | -37.4% | -61.5% | +24.1% | +4.1% |
| All | -37.4% | -62.1% | +24.6% | +4.1% |
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