+87.0%
CIFR vs SAN
+782.8%
-695.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.6% |
| 7D | +26.7% | +3.3% | +23.4% | +24.6% |
| 30D | +7.7% | +1.1% | +6.7% | +7.2% |
| 3M | -23.8% | +22.2% | -46.0% | -31.2% |
| 6M | +35.9% | +36.0% | -0.1% | +17.2% |
| YTD | +25.4% | +28.2% | -2.8% | +11.0% |
| 1Y | +139.8% | +54.1% | +85.6% | +93.1% |
| 3Y | +515.0% | +354.2% | +160.7% | +210.5% |
| 5Y | +52.1% | +387.3% | -335.2% | -30.1% |
| All | +87.0% | +782.8% | -695.8% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling