-58.9%
CIFR vs SGI
-33.8%
-25.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.5% |
| 7D | +28.8% | -10.7% | +39.5% | +32.8% |
| 30D | -36.9% | -3.6% | -33.4% | -37.6% |
| 3M | -60.0% | -5.4% | -54.6% | -60.1% |
| 6M | -64.4% | -7.0% | -57.3% | -65.4% |
| YTD | -51.6% | -31.6% | -19.9% | -43.6% |
| 1Y | -58.9% | -33.5% | -25.3% | -50.7% |
| All | -58.9% | -33.8% | -25.0% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling