-71.1%
CIFR vs FROG
+83.7%
-154.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -2.4% | -17.5% | -19.5% |
| 7D | -26.7% | -14.1% | -12.7% | -24.6% |
| 30D | -58.0% | -11.8% | -46.2% | -56.9% |
| 3M | -68.1% | +0.1% | -68.2% | -67.9% |
| 6M | -63.7% | +64.2% | -127.9% | -66.2% |
| YTD | -56.0% | +38.2% | -94.2% | -60.9% |
| 1Y | -71.1% | +85.4% | -156.5% | -73.4% |
| All | -71.1% | +83.7% | -154.8% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 1y: compounded portfolio wealth divided by compounded FROG 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…
1y analysis · Full analysis span regression · 6 months rolling