+26.9%
CIFR vs GNRC
-58.7%
+85.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +4.0% |
| 7D | -5.0% | -0.2% | -4.8% | -4.7% |
| 30D | -5.7% | -15.7% | +10.0% | +4.9% |
| 3M | -25.5% | -27.3% | +1.8% | -10.6% |
| 6M | +19.4% | -12.1% | +31.5% | +28.8% |
| YTD | +14.2% | +37.1% | -23.0% | -5.6% |
| 1Y | +69.0% | -0.5% | +69.5% | +66.4% |
| 3Y | +503.9% | +61.5% | +442.4% | +355.5% |
| All | +26.9% | -58.7% | +85.6% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling