+139.8%
CIFR vs FROG
+73.6%
+66.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.5% |
| 7D | +26.7% | -5.5% | +32.2% | +27.9% |
| 30D | +7.7% | -3.1% | +10.9% | +8.4% |
| 3M | -23.8% | +1.2% | -25.0% | -24.5% |
| 6M | +35.9% | +113.7% | -77.8% | +15.9% |
| YTD | +25.4% | +38.9% | -13.5% | +11.7% |
| 1Y | +139.8% | +72.0% | +67.8% | +121.5% |
| All | +139.8% | +73.6% | +66.2% | +121.5% |
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 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