+79.2%
CIFR vs GS
+477.3%
-398.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.1% |
| 7D | +16.9% | +0.9% | +16.0% | +16.2% |
| 30D | -5.2% | -1.6% | -3.6% | -3.5% |
| 3M | -30.6% | -4.5% | -26.1% | -26.0% |
| 6M | +10.6% | +20.9% | -10.3% | -9.2% |
| YTD | +20.2% | +19.9% | +0.3% | -0.5% |
| 1Y | +139.7% | +41.4% | +98.3% | +68.2% |
| 3Y | +489.4% | +239.2% | +250.2% | +116.9% |
| 5Y | +54.4% | +185.0% | -130.6% | -42.8% |
| All | +79.2% | +477.3% | -398.1% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling