+87.0%
CIFR vs GNRC
-9.7%
+96.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.5% |
| 7D | +26.7% | +4.8% | +21.8% | +23.7% |
| 30D | +7.7% | -10.4% | +18.1% | +14.7% |
| 3M | -23.8% | -28.5% | +4.7% | -9.3% |
| 6M | +35.9% | -6.8% | +42.7% | +41.3% |
| YTD | +25.4% | +39.5% | -14.1% | +5.3% |
| 1Y | +139.8% | +3.4% | +136.4% | +132.6% |
| 3Y | +515.0% | +65.1% | +449.8% | +379.8% |
| 5Y | +52.1% | -57.1% | +109.2% | +77.9% |
| All | +87.0% | -9.7% | +96.6% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling