+118.3%
CIFR vs SBAC
-8.2%
+126.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.6% | +4.2% |
| 7D | -0.7% | +3.0% | -3.7% | +0.4% |
| 30D | -49.6% | +4.3% | -53.9% | -48.8% |
| 3M | -60.4% | +4.1% | -64.5% | -59.8% |
| 6M | -66.9% | -11.6% | -55.2% | -66.2% |
| YTD | -53.9% | +0.4% | -54.2% | -53.0% |
| 1Y | -67.1% | -1.1% | -66.0% | -66.5% |
| 3Y | +118.3% | -7.3% | +125.5% | +172.7% |
| All | +118.3% | -8.2% | +126.5% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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