-71.1%
CIFR vs GNRC
+17.5%
-88.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -9.5% | -10.4% | -13.3% |
| 7D | -26.7% | -6.0% | -20.7% | -22.4% |
| 30D | -58.0% | -12.0% | -46.0% | -53.3% |
| 3M | -68.1% | -13.4% | -54.7% | -64.1% |
| 6M | -63.7% | -26.4% | -37.3% | -54.2% |
| YTD | -56.0% | +38.8% | -94.8% | -62.6% |
| 1Y | -71.1% | +20.9% | -92.0% | -73.7% |
| All | -71.1% | +17.5% | -88.7% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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