+79.2%
CIFR vs GM
+169.6%
-90.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.6% |
| 7D | +16.9% | +1.9% | +15.0% | +15.7% |
| 30D | -5.2% | -1.4% | -3.8% | -4.4% |
| 3M | -30.6% | +5.9% | -36.5% | -33.6% |
| 6M | +10.6% | +12.4% | -1.8% | +2.6% |
| YTD | +20.2% | +8.6% | +11.6% | +14.1% |
| 1Y | +139.7% | +52.6% | +87.1% | +76.5% |
| 3Y | +489.4% | +169.7% | +319.7% | +199.8% |
| 5Y | +54.4% | +87.5% | -33.2% | -9.1% |
| All | +79.2% | +169.6% | -90.4% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling