+515.0%
CIFR vs HIG
+99.1%
+415.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.3% | +4.9% |
| 7D | +26.7% | -1.1% | +27.8% | +27.1% |
| 30D | +7.7% | -4.9% | +12.6% | +9.2% |
| 3M | -23.8% | +6.8% | -30.6% | -26.9% |
| 6M | +35.9% | -1.7% | +37.6% | +35.3% |
| YTD | +25.4% | -0.2% | +25.6% | +22.9% |
| 1Y | +139.8% | +5.7% | +134.1% | +123.1% |
| 3Y | +515.0% | +100.3% | +414.7% | +169.5% |
| All | +515.0% | +99.1% | +415.9% | +169.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling