+61.0%
CIFR vs EOG
+427.3%
-366.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.3% | -6.0% | -5.7% |
| 7D | -8.2% | +1.0% | -9.3% | -8.4% |
| 30D | -7.4% | +2.8% | -10.2% | -7.8% |
| 3M | -24.2% | +5.9% | -30.1% | -25.0% |
| 6M | +14.2% | +17.1% | -2.9% | +10.1% |
| YTD | +8.0% | +43.9% | -35.9% | -0.1% |
| 1Y | +55.5% | +26.9% | +28.6% | +47.2% |
| 3Y | +429.6% | +23.6% | +406.0% | +401.2% |
| 5Y | +20.8% | +178.1% | -157.4% | +10.8% |
| All | +61.0% | +427.3% | -366.3% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 10y: compounded portfolio wealth divided by compounded EOG 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…
10y analysis · Full analysis span regression · 6 months rolling