+61.0%
CIFR vs LNG
+486.5%
-425.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.7% | -6.4% | -5.8% |
| 7D | -8.2% | -4.5% | -3.8% | -7.5% |
| 30D | -7.4% | +4.7% | -12.1% | -8.5% |
| 3M | -24.2% | +15.1% | -39.3% | -26.7% |
| 6M | +14.2% | +13.6% | +0.6% | +9.0% |
| YTD | +8.0% | +44.0% | -36.0% | -4.0% |
| 1Y | +55.5% | +18.4% | +37.1% | +46.0% |
| 3Y | +429.6% | +75.9% | +353.7% | +360.0% |
| 5Y | +20.8% | +231.7% | -210.9% | -1.7% |
| All | +61.0% | +486.5% | -425.5% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 10y: compounded portfolio wealth divided by compounded LNG 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…
10y analysis · Full analysis span regression · 6 months rolling