+79.2%
CIFR vs SPG
+337.4%
-258.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.7% |
| 7D | +16.9% | -2.4% | +19.3% | +18.4% |
| 30D | -5.2% | -6.8% | +1.7% | -1.6% |
| 3M | -30.6% | +2.7% | -33.2% | -33.0% |
| 6M | +10.6% | +5.5% | +5.1% | +5.5% |
| YTD | +20.2% | +15.7% | +4.5% | +7.8% |
| 1Y | +139.7% | +20.9% | +118.9% | +108.5% |
| 3Y | +489.4% | +112.4% | +377.0% | +297.0% |
| 5Y | +54.4% | +101.4% | -47.0% | +4.2% |
| All | +79.2% | +337.4% | -258.2% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling