+138.2%
CIFR vs GM
+231.6%
-93.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | +4.8% | -0.2% | +5.0% | +4.9% |
| 30D | -31.0% | +3.6% | -34.5% | -34.1% |
| 3M | -58.7% | -0.2% | -58.5% | -60.0% |
| 6M | -67.7% | +13.9% | -81.6% | -71.8% |
| YTD | -53.5% | +6.5% | -60.0% | -57.2% |
| 1Y | -54.1% | +20.7% | -74.7% | -61.2% |
| 3Y | +138.2% | +229.5% | -91.3% | -20.3% |
| All | +138.2% | +231.6% | -93.4% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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