-58.9%
CIFR vs GD
+5.0%
-63.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.0% |
| 7D | +28.8% | +1.9% | +26.9% | +27.7% |
| 30D | -36.9% | +9.2% | -46.2% | -38.9% |
| 3M | -60.0% | -7.5% | -52.5% | -57.9% |
| 6M | -64.4% | +5.8% | -70.1% | -66.2% |
| YTD | -51.6% | +9.8% | -61.4% | -54.7% |
| 1Y | -58.9% | +5.8% | -64.6% | -60.3% |
| All | -58.9% | +5.0% | -63.9% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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