+503.9%
CIFR vs HYG
+25.7%
+478.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.9% |
| 7D | -5.0% | -0.7% | -4.3% | +0.8% |
| 30D | -5.7% | -0.7% | -5.0% | +0.3% |
| 3M | -25.5% | -0.2% | -25.3% | -23.9% |
| 6M | +19.4% | +1.4% | +18.0% | +10.9% |
| YTD | +14.2% | +1.5% | +12.7% | +7.5% |
| 1Y | +69.0% | +2.9% | +66.1% | +45.7% |
| 3Y | +503.9% | +25.6% | +478.3% | +73.1% |
| All | +503.9% | +25.7% | +478.2% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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