+68.7%
CIFR vs SAN
+235.5%
-166.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.2% | +20.2% | +19.5% |
| 7D | -10.2% | +4.9% | -15.1% | -15.1% |
| 30D | -55.0% | -13.0% | -42.1% | -50.6% |
| 3M | -64.1% | -18.9% | -45.2% | -58.4% |
| 6M | -70.1% | -4.1% | -66.0% | -69.4% |
| YTD | -55.7% | +2.6% | -58.2% | -56.8% |
| 1Y | -69.9% | +16.9% | -86.8% | -73.3% |
| 3Y | +68.7% | +239.1% | -170.4% | -13.1% |
| All | +68.7% | +235.5% | -166.8% | -13.1% |
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