-28.2%
CIFR vs SGI
+184.2%
-212.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.5% | +9.3% | +9.2% |
| 7D | +9.4% | -10.5% | +19.9% | +16.3% |
| 30D | -45.3% | +0.1% | -45.5% | -46.8% |
| 3M | -58.7% | -4.0% | -54.7% | -59.1% |
| 6M | -64.9% | -5.6% | -59.3% | -65.6% |
| YTD | -51.8% | -29.5% | -22.3% | -43.1% |
| 1Y | -61.9% | -31.5% | -30.4% | -54.2% |
| 3Y | +138.6% | +71.6% | +67.0% | +59.1% |
| 5Y | -13.0% | +50.5% | -63.5% | -46.1% |
| All | -28.2% | +184.2% | -212.4% | -56.8% |
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