-28.2%
CIFR vs SPGI
+55.2%
-83.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.4% | +8.5% | +8.7% |
| 7D | +9.4% | -1.4% | +10.8% | +10.2% |
| 30D | -45.3% | +15.3% | -60.6% | -49.8% |
| 3M | -58.7% | +16.5% | -75.2% | -62.6% |
| 6M | -64.9% | +19.8% | -84.8% | -70.1% |
| YTD | -51.8% | -3.2% | -48.6% | -52.9% |
| 1Y | -61.9% | +1.8% | -63.7% | -64.5% |
| 3Y | +138.6% | +30.6% | +108.0% | +83.3% |
| 5Y | -13.0% | +16.0% | -29.0% | -35.5% |
| All | -28.2% | +55.2% | -83.4% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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