-31.2%
CIFR vs SAP
+72.9%
-104.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.4% |
| 7D | -0.7% | +1.6% | -2.4% | -2.3% |
| 30D | -49.6% | +10.5% | -60.2% | -52.3% |
| 3M | -60.4% | +15.2% | -75.5% | -63.4% |
| 6M | -66.9% | +36.7% | -103.5% | -73.1% |
| YTD | -53.9% | -0.6% | -53.3% | -55.0% |
| 1Y | -67.1% | -4.1% | -63.0% | -67.0% |
| 3Y | +118.3% | +73.2% | +45.0% | +53.4% |
| 5Y | -26.9% | +74.1% | -101.0% | -55.8% |
| All | -31.2% | +72.9% | -104.1% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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