-27.8%
CIFR vs EOG
+460.2%
-488.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +28.8% | +7.4% | +21.4% | +27.8% |
| 30D | -36.9% | +2.3% | -39.2% | -37.1% |
| 3M | -60.0% | +9.5% | -69.4% | -60.6% |
| 6M | -64.4% | +17.7% | -82.0% | -65.4% |
| YTD | -51.6% | +52.9% | -104.5% | -55.6% |
| 1Y | -58.9% | +47.7% | -106.5% | -62.1% |
| 3Y | +139.9% | +41.1% | +98.8% | +124.3% |
| 5Y | -15.1% | +108.2% | -123.3% | -22.4% |
| All | -27.8% | +460.2% | -488.0% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling