-65.3%
CIFR vs FROG
+78.6%
-143.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.1% | -3.1% | +1.7% |
| 7D | -0.7% | +27.1% | -27.8% | -8.7% |
| 30D | -49.6% | +5.8% | -55.5% | -51.6% |
| 3M | -60.4% | +20.8% | -81.2% | -63.1% |
| 6M | -66.9% | +53.3% | -120.2% | -71.0% |
| YTD | -53.9% | +73.2% | -127.1% | -63.0% |
| All | -65.3% | +78.6% | -143.9% | -71.2% |
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