-31.2%
CIFR vs FROG
+35.8%
-67.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.1% | -3.1% | +1.0% |
| 7D | -0.7% | +27.1% | -27.8% | -10.5% |
| 30D | -49.6% | +5.8% | -55.5% | -50.9% |
| 3M | -60.4% | +20.8% | -81.2% | -64.2% |
| 6M | -66.9% | +53.3% | -120.2% | -73.6% |
| YTD | -53.9% | +73.2% | -127.1% | -67.1% |
| 1Y | -67.1% | +80.3% | -147.4% | -77.1% |
| 3Y | +118.3% | +318.3% | -200.1% | -10.1% |
| 5Y | -26.9% | +179.9% | -206.7% | -69.6% |
| All | -31.2% | +35.8% | -67.0% | -71.5% |
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