+70.7%
CIFR vs GE
+812.0%
-741.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.8% | -5.9% | -6.6% |
| 7D | +11.3% | -1.2% | +12.6% | +12.7% |
| 30D | +3.5% | -11.3% | +14.7% | +12.8% |
| 3M | -26.6% | -1.4% | -25.2% | -26.3% |
| 6M | +18.1% | +1.2% | +16.9% | +15.7% |
| YTD | +14.5% | +5.9% | +8.6% | +8.4% |
| 1Y | +83.3% | +18.4% | +64.9% | +60.4% |
| 3Y | +461.5% | +271.0% | +190.5% | +122.2% |
| 5Y | +29.3% | +417.9% | -388.6% | -62.1% |
| All | +70.7% | +812.0% | -741.3% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 10y: compounded portfolio wealth divided by compounded GE 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…
10y analysis · Full analysis span regression · 6 months rolling