-27.8%
CIFR vs SAN
+629.5%
-657.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +2.0% |
| 7D | +28.8% | +1.0% | +27.8% | +27.8% |
| 30D | -36.9% | -9.4% | -27.6% | -34.2% |
| 3M | -60.0% | -17.1% | -42.9% | -56.2% |
| 6M | -64.4% | +2.2% | -66.5% | -64.9% |
| YTD | -51.6% | +6.0% | -57.5% | -53.0% |
| 1Y | -58.9% | +12.7% | -71.6% | -61.3% |
| 3Y | +139.9% | +242.1% | -102.2% | +37.4% |
| 5Y | -15.1% | +293.6% | -308.7% | -57.5% |
| All | -27.8% | +629.5% | -657.3% | -64.0% |
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