-21.0%
CIFR vs TGT
-27.7%
+6.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | +4.8% | +2.6% | +2.2% | +3.5% |
| 30D | -31.0% | +4.7% | -35.7% | -33.4% |
| 3M | -58.7% | +4.6% | -63.3% | -60.5% |
| 6M | -67.7% | +34.9% | -102.6% | -73.7% |
| YTD | -53.5% | +70.9% | -124.4% | -67.4% |
| 1Y | -54.1% | +84.4% | -138.4% | -69.4% |
| 3Y | +138.2% | +69.1% | +69.1% | +50.6% |
| All | -21.0% | -27.7% | +6.7% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 5y: compounded portfolio wealth divided by compounded TGT 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…
5y analysis · Full analysis span regression · 6 months rolling