+485.5%
CIFR vs SPG
+111.2%
+374.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.9% |
| 7D | +16.9% | -2.4% | +19.3% | +19.1% |
| 30D | -5.2% | -6.8% | +1.7% | 0.0% |
| 3M | -30.6% | +2.7% | -33.2% | -35.0% |
| 6M | +10.6% | +5.5% | +5.1% | +1.4% |
| YTD | +20.2% | +15.7% | +4.5% | -1.1% |
| 1Y | +139.7% | +20.9% | +118.9% | +85.9% |
| All | +485.5% | +111.2% | +374.3% | +167.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling