+79.2%
CIFR vs HIG
+315.3%
-236.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | +16.9% | +0.3% | +16.6% | +16.9% |
| 30D | -5.2% | -3.2% | -2.0% | -4.7% |
| 3M | -30.6% | +9.1% | -39.7% | -32.3% |
| 6M | +10.6% | -1.8% | +12.4% | +10.5% |
| YTD | +20.2% | +1.8% | +18.4% | +18.8% |
| 1Y | +139.7% | +4.6% | +135.2% | +134.5% |
| 3Y | +489.4% | +101.6% | +387.7% | +412.3% |
| 5Y | +54.4% | +124.5% | -70.1% | +31.2% |
| All | +79.2% | +315.3% | -236.1% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling