-70.1%
CIFR vs SAP
+30.7%
-100.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -4.1% | +22.1% | +13.2% |
| 7D | -10.2% | -0.7% | -9.6% | -9.0% |
| 30D | -55.0% | +11.1% | -66.1% | -49.2% |
| 3M | -64.1% | +17.0% | -81.1% | -56.6% |
| 6M | -70.1% | +34.8% | -105.0% | -53.3% |
| All | -70.1% | +30.7% | -100.8% | -53.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling