+29.3%
CIFR vs HIG
+117.6%
-88.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.7% | -9.4% | -8.9% |
| 7D | +11.3% | -0.5% | +11.8% | +11.5% |
| 30D | +3.5% | -2.8% | +6.3% | +4.1% |
| 3M | -26.6% | +6.3% | -33.0% | -28.8% |
| 6M | +18.1% | -0.1% | +18.2% | +16.9% |
| YTD | +14.5% | +0.4% | +14.1% | +12.5% |
| 1Y | +83.3% | +6.2% | +77.1% | +74.5% |
| 3Y | +461.5% | +101.6% | +359.8% | +326.1% |
| 5Y | +29.3% | +119.8% | -90.5% | -11.7% |
| All | +29.3% | +117.6% | -88.3% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling