+79.2%
CIFR vs CSGP
-63.3%
+142.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.6% | +3.4% |
| 7D | +16.9% | -4.1% | +21.0% | +19.4% |
| 30D | -5.2% | +2.3% | -7.5% | -8.4% |
| 3M | -30.6% | -8.2% | -22.4% | -30.8% |
| 6M | +10.6% | -35.1% | +45.7% | +36.2% |
| YTD | +20.2% | -54.0% | +74.2% | +85.1% |
| 1Y | +139.7% | -65.3% | +205.0% | +352.3% |
| 3Y | +489.4% | -62.6% | +551.9% | +921.0% |
| 5Y | +54.4% | -64.8% | +119.2% | +152.3% |
| All | +79.2% | -63.3% | +142.5% | +182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling