-30.7%
CIFR vs LNG
+553.3%
-584.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.8% | -4.0% |
| 7D | +4.8% | +11.3% | -6.5% | +2.8% |
| 30D | -31.0% | +10.6% | -41.6% | -32.2% |
| 3M | -58.7% | +16.1% | -74.8% | -59.9% |
| 6M | -67.7% | +29.6% | -97.3% | -69.5% |
| YTD | -53.5% | +60.3% | -113.8% | -59.4% |
| 1Y | -54.1% | +46.1% | -100.2% | -58.8% |
| 3Y | +138.2% | +85.9% | +52.3% | +105.1% |
| 5Y | -18.5% | +210.8% | -229.4% | -35.8% |
| All | -30.7% | +553.3% | -584.0% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling