-34.3%
CIFR vs CSGP
-61.3%
+27.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.0% | -24.0% | -21.6% |
| 7D | -26.7% | +18.3% | -45.0% | -32.7% |
| 30D | -58.0% | +17.8% | -75.8% | -62.7% |
| 3M | -68.1% | +9.3% | -77.4% | -71.4% |
| 6M | -63.7% | -7.9% | -55.8% | -65.5% |
| YTD | -56.0% | -51.5% | -4.4% | -36.6% |
| 1Y | -71.1% | -53.3% | -17.8% | -57.1% |
| 3Y | +58.5% | -57.9% | +116.4% | +145.4% |
| 5Y | -23.6% | -61.3% | +37.7% | +13.8% |
| All | -34.3% | -61.3% | +27.0% | -3.1% |
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 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