+139.7%
CIFR vs GNRC
+6.8%
+133.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.2% | +0.7% |
| 7D | +16.9% | +1.9% | +15.0% | +15.7% |
| 30D | -5.2% | -13.8% | +8.6% | +4.3% |
| 3M | -30.6% | -32.6% | +2.1% | -11.4% |
| 6M | +10.6% | -15.2% | +25.8% | +24.6% |
| YTD | +20.2% | +37.4% | -17.2% | +3.6% |
| 1Y | +139.7% | +5.1% | +134.6% | +151.9% |
| All | +139.7% | +6.8% | +133.0% | +151.9% |
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