-21.0%
CIFR vs S
-71.1%
+50.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | +4.8% | +2.0% | +2.8% | +3.6% |
| 30D | -31.0% | -2.7% | -28.3% | -30.1% |
| 3M | -58.7% | -6.9% | -51.8% | -58.3% |
| 6M | -67.7% | +38.1% | -105.8% | -74.6% |
| YTD | -53.5% | +48.0% | -101.5% | -65.8% |
| 1Y | -54.1% | +34.5% | -88.5% | -64.8% |
| 3Y | +138.2% | +38.3% | +99.9% | +85.7% |
| All | -21.0% | -71.1% | +50.2% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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