+70.7%
CIFR vs HYG
+28.8%
+41.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.2% | -8.5% | -7.9% |
| 7D | +11.3% | -0.2% | +11.5% | +12.3% |
| 30D | +3.5% | -0.1% | +3.6% | +4.1% |
| 3M | -26.6% | +0.7% | -27.3% | -28.4% |
| 6M | +18.1% | +1.5% | +16.6% | +13.3% |
| YTD | +14.5% | +1.9% | +12.6% | +9.0% |
| 1Y | +83.3% | +3.7% | +79.6% | +63.9% |
| 3Y | +461.5% | +26.5% | +435.0% | +164.8% |
| 5Y | +29.3% | +19.0% | +10.3% | -24.5% |
| All | +70.7% | +28.8% | +41.9% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling