-33.9%
CIFR vs GS
+381.2%
-415.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.4% | +18.3% | +18.3% |
| 7D | -10.2% | -3.2% | -7.0% | -7.4% |
| 30D | -55.0% | -2.4% | -52.6% | -53.6% |
| 3M | -64.1% | -15.7% | -48.3% | -56.2% |
| 6M | -70.1% | -6.8% | -63.4% | -67.3% |
| YTD | -55.7% | -0.1% | -55.6% | -54.7% |
| 1Y | -69.9% | +12.1% | -81.9% | -72.8% |
| 3Y | +68.7% | +185.8% | -117.1% | -24.0% |
| 5Y | -26.2% | +140.1% | -166.3% | -66.0% |
| All | -33.9% | +381.2% | -415.1% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling