+79.2%
CIFR vs SGI
+217.8%
-138.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.8% |
| 7D | +16.9% | +8.5% | +8.4% | +11.3% |
| 30D | -5.2% | +0.7% | -5.9% | -6.1% |
| 3M | -30.6% | +0.6% | -31.2% | -32.4% |
| 6M | +10.6% | -17.9% | +28.5% | +23.4% |
| YTD | +20.2% | -21.2% | +41.4% | +36.3% |
| 1Y | +139.7% | -18.9% | +158.6% | +161.1% |
| 3Y | +489.4% | +52.6% | +436.7% | +329.0% |
| 5Y | +54.4% | +60.7% | -6.3% | -7.1% |
| All | +79.2% | +217.8% | -138.6% | +3.5% |
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