+51.0%
CIFR vs FROG
+129.7%
-78.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.5% | +3.7% |
| 7D | +16.9% | -11.3% | +28.2% | +23.7% |
| 30D | -5.2% | +3.6% | -8.8% | -8.3% |
| 3M | -30.6% | +1.7% | -32.2% | -32.7% |
| 6M | +10.6% | +123.5% | -112.9% | -32.3% |
| YTD | +20.2% | +40.2% | -20.1% | -9.4% |
| 1Y | +139.7% | +81.0% | +58.7% | +49.6% |
| 3Y | +489.4% | +194.8% | +294.6% | +135.5% |
| All | +51.0% | +129.7% | -78.7% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling