-33.9%
CIFR vs SPGI
+52.8%
-86.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.0% | +18.9% | +18.4% |
| 7D | -10.2% | +0.3% | -10.5% | -10.9% |
| 30D | -55.0% | +18.4% | -73.4% | -59.4% |
| 3M | -64.1% | +15.7% | -79.8% | -67.4% |
| 6M | -70.1% | +17.3% | -87.4% | -74.3% |
| YTD | -55.7% | -4.7% | -50.9% | -56.3% |
| 1Y | -69.9% | +1.8% | -71.7% | -72.1% |
| 3Y | +68.7% | +31.7% | +37.0% | +27.9% |
| 5Y | -26.2% | +12.1% | -38.3% | -45.0% |
| All | -33.9% | +52.8% | -86.7% | -52.6% |
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