+79.2%
CIFR vs GRMN
+218.2%
-139.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | +16.9% | -2.9% | +19.8% | +19.4% |
| 30D | -5.2% | -8.4% | +3.3% | +0.7% |
| 3M | -30.6% | +15.0% | -45.6% | -39.9% |
| 6M | +10.6% | +11.2% | -0.6% | -1.1% |
| YTD | +20.2% | +37.7% | -17.5% | -9.9% |
| 1Y | +139.7% | +18.5% | +121.3% | +101.0% |
| 3Y | +489.4% | +175.8% | +313.6% | +124.9% |
| 5Y | +54.4% | +75.1% | -20.7% | -28.3% |
| All | +79.2% | +218.2% | -139.0% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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