+79.2%
CIFR vs LNG
+516.4%
-437.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.1% |
| 7D | +16.9% | +3.4% | +13.5% | +16.1% |
| 30D | -5.2% | +14.9% | -20.1% | -7.9% |
| 3M | -30.6% | +21.4% | -52.0% | -33.5% |
| 6M | +10.6% | +17.8% | -7.2% | +4.9% |
| YTD | +20.2% | +51.3% | -31.1% | +6.0% |
| 1Y | +139.7% | +24.4% | +115.3% | +123.3% |
| 3Y | +489.4% | +79.7% | +409.7% | +410.1% |
| 5Y | +54.4% | +241.3% | -186.9% | +24.4% |
| All | +79.2% | +516.4% | -437.2% | +44.7% |
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