+43.0%
CIFR vs GD
+55.3%
-12.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -2.3% | -12.3% | -13.1% |
| 7D | -31.5% | -3.9% | -27.6% | -29.2% |
| 30D | -64.2% | +8.1% | -72.3% | -66.0% |
| 3M | -70.3% | -6.8% | -63.6% | -69.0% |
| 6M | -74.9% | +3.0% | -77.9% | -76.0% |
| YTD | -62.4% | +7.8% | -70.2% | -64.9% |
| 1Y | -77.5% | +5.8% | -83.3% | -78.7% |
| All | +43.0% | +55.3% | -12.3% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling