-30.7%
CIFR vs SAP
+71.1%
-101.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -4.2% |
| 7D | +4.8% | +0.6% | +4.2% | +4.6% |
| 30D | -31.0% | +6.5% | -37.5% | -33.6% |
| 3M | -58.7% | +12.2% | -71.0% | -61.3% |
| 6M | -67.7% | +46.1% | -113.8% | -74.9% |
| YTD | -53.5% | -1.6% | -51.9% | -54.4% |
| 1Y | -54.1% | -5.1% | -48.9% | -53.7% |
| 3Y | +138.2% | +68.4% | +69.8% | +70.1% |
| 5Y | -18.5% | +79.4% | -98.0% | -50.8% |
| All | -30.7% | +71.1% | -101.8% | -58.6% |
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