+485.5%
CIFR vs SAN
+358.9%
+126.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.8% |
| 7D | +16.9% | +1.8% | +15.2% | +15.5% |
| 30D | -5.2% | +2.0% | -7.2% | -6.7% |
| 3M | -30.6% | +19.7% | -50.3% | -39.4% |
| 6M | +10.6% | +30.6% | -20.0% | -8.9% |
| YTD | +20.2% | +28.8% | -8.7% | -1.2% |
| 1Y | +139.7% | +57.8% | +82.0% | +68.2% |
| All | +485.5% | +358.9% | +126.5% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling