-34.0%
CIFR vs SAN
+655.4%
-689.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.5% |
| 7D | -19.6% | +10.8% | -30.3% | -24.8% |
| 30D | -51.7% | -5.7% | -46.0% | -50.6% |
| 3M | -60.0% | -13.4% | -46.6% | -57.2% |
| 6M | -68.2% | +3.5% | -71.8% | -68.9% |
| YTD | -55.8% | +9.7% | -65.5% | -57.8% |
| 1Y | -66.8% | +20.9% | -87.6% | -69.9% |
| 3Y | +119.1% | +254.3% | -135.2% | +23.3% |
| 5Y | -25.3% | +304.2% | -329.5% | -63.2% |
| All | -34.0% | +655.4% | -689.4% | -67.7% |
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