-34.0%
CIFR vs SGI
+185.5%
-219.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.3% | +1.2% | -1.0% |
| 7D | -19.6% | -3.9% | -15.6% | -19.0% |
| 30D | -51.7% | +0.9% | -52.6% | -53.3% |
| 3M | -60.0% | -2.9% | -57.1% | -60.7% |
| 6M | -68.2% | -9.0% | -59.3% | -68.1% |
| YTD | -55.8% | -29.2% | -26.6% | -47.9% |
| 1Y | -66.8% | -32.3% | -34.5% | -59.7% |
| 3Y | +119.1% | +72.4% | +46.7% | +45.8% |
| 5Y | -25.3% | +50.6% | -75.9% | -53.8% |
| All | -34.0% | +185.5% | -219.5% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling