+70.7%
CIFR vs SPG
+331.7%
-261.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.4% | -6.3% | -7.4% |
| 7D | +11.3% | -1.7% | +13.0% | +12.5% |
| 30D | +3.5% | -6.3% | +9.8% | +7.1% |
| 3M | -26.6% | -2.4% | -24.2% | -26.7% |
| 6M | +18.1% | +9.6% | +8.5% | +10.2% |
| YTD | +14.5% | +14.2% | +0.3% | +3.6% |
| 1Y | +83.3% | +19.3% | +64.0% | +60.8% |
| 3Y | +461.5% | +106.7% | +354.8% | +283.6% |
| 5Y | +29.3% | +104.2% | -74.9% | -12.1% |
| All | +70.7% | +331.7% | -261.0% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SPG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling