-28.2%
CIFR vs HIG
+311.7%
-339.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.4% | +9.3% | +8.9% |
| 7D | +9.4% | -0.7% | +10.1% | +9.4% |
| 30D | -45.3% | +5.4% | -50.7% | -45.8% |
| 3M | -58.7% | -0.9% | -57.8% | -58.7% |
| 6M | -64.9% | +4.8% | -69.7% | -65.6% |
| YTD | -51.8% | +0.9% | -52.7% | -52.4% |
| 1Y | -61.9% | +6.5% | -68.4% | -63.0% |
| 3Y | +138.6% | +95.7% | +42.8% | +107.9% |
| 5Y | -13.0% | +107.1% | -120.1% | -26.3% |
| All | -28.2% | +311.7% | -339.9% | -39.4% |
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