-29.5%
CIFR vs SAP
+70.5%
-100.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -4.1% | +22.1% | +19.8% |
| 7D | -10.2% | -0.7% | -9.6% | -11.0% |
| 30D | -55.0% | +11.1% | -66.1% | -58.1% |
| 3M | -64.1% | +17.0% | -81.1% | -67.6% |
| 6M | -70.1% | +34.8% | -105.0% | -76.6% |
| YTD | -55.7% | -2.2% | -53.4% | -56.3% |
| 1Y | -69.9% | -6.4% | -63.4% | -69.0% |
| 3Y | +68.7% | +75.1% | -6.5% | -3.1% |
| All | -29.5% | +70.5% | -100.0% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling