+87.0%
CIFR vs GPN
-45.5%
+132.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.4% | +7.7% | +6.3% |
| 7D | +26.7% | -0.7% | +27.4% | +27.0% |
| 30D | +7.7% | +3.8% | +3.9% | +4.2% |
| 3M | -23.8% | +39.2% | -63.0% | -41.0% |
| 6M | +35.9% | +17.9% | +18.0% | +15.8% |
| YTD | +25.4% | +16.4% | +9.1% | +4.0% |
| 1Y | +139.8% | +3.6% | +136.1% | +117.6% |
| 3Y | +515.0% | -26.7% | +541.6% | +624.8% |
| 5Y | +52.1% | -44.8% | +96.9% | +94.3% |
| All | +87.0% | -45.5% | +132.5% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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