+485.5%
CIFR vs SAP
+60.5%
+425.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.4% |
| 7D | +16.9% | -2.9% | +19.8% | +18.0% |
| 30D | -5.2% | +9.0% | -14.2% | -7.6% |
| 3M | -30.6% | +14.9% | -45.5% | -33.0% |
| 6M | +10.6% | +11.9% | -1.3% | +7.0% |
| YTD | +20.2% | -9.9% | +30.1% | +33.3% |
| 1Y | +139.7% | -19.5% | +159.3% | +192.1% |
| All | +485.5% | +60.5% | +425.0% | +390.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling