-31.2%
CIFR vs SPG
+391.8%
-423.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.0% |
| 7D | -0.7% | +5.1% | -5.8% | -3.5% |
| 30D | -49.6% | +16.8% | -66.5% | -53.9% |
| 3M | -60.4% | +5.7% | -66.0% | -61.7% |
| 6M | -66.9% | +17.8% | -84.7% | -70.4% |
| YTD | -53.9% | +30.1% | -84.0% | -61.3% |
| 1Y | -67.1% | +32.8% | -99.9% | -72.7% |
| 3Y | +118.3% | +137.2% | -18.9% | +37.7% |
| 5Y | -26.9% | +81.5% | -108.3% | -53.4% |
| All | -31.2% | +391.8% | -423.0% | -56.9% |
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