+70.2%
CIFR vs HIG
+309.2%
-239.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | -5.0% | -1.5% | -3.6% | -4.8% |
| 30D | -5.7% | -0.4% | -5.4% | -5.7% |
| 3M | -25.5% | +6.7% | -32.2% | -26.9% |
| 6M | +19.4% | +2.0% | +17.5% | +18.1% |
| YTD | +14.2% | +0.3% | +13.9% | +13.0% |
| 1Y | +69.0% | +4.2% | +64.8% | +65.1% |
| 3Y | +503.9% | +102.2% | +401.7% | +425.2% |
| 5Y | +27.7% | +118.5% | -90.9% | +8.7% |
| All | +70.2% | +309.2% | -239.0% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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