+70.7%
CIFR vs FROG
+9.6%
+61.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.7% | -9.4% | -9.0% |
| 7D | +11.3% | -4.8% | +16.1% | +13.4% |
| 30D | +3.5% | -0.9% | +4.4% | +2.9% |
| 3M | -26.6% | +7.5% | -34.1% | -30.3% |
| 6M | +18.1% | +107.0% | -88.9% | -19.3% |
| YTD | +14.5% | +39.8% | -25.3% | -9.7% |
| 1Y | +83.3% | +74.8% | +8.5% | +26.1% |
| 3Y | +461.5% | +219.3% | +242.2% | +163.3% |
| 5Y | +29.3% | +133.0% | -103.7% | -41.0% |
| All | +70.7% | +9.6% | +61.1% | -21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling