+51.0%
CIFR vs GS
+185.3%
-134.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.0% |
| 7D | +16.9% | +0.9% | +16.0% | +16.0% |
| 30D | -5.2% | -1.6% | -3.6% | -3.3% |
| 3M | -30.6% | -4.5% | -26.1% | -25.5% |
| 6M | +10.6% | +20.9% | -10.3% | -13.2% |
| YTD | +20.2% | +19.9% | +0.3% | -5.1% |
| 1Y | +139.7% | +41.4% | +98.3% | +54.4% |
| 3Y | +489.4% | +239.2% | +250.2% | +58.5% |
| All | +51.0% | +185.3% | -134.3% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling