+503.9%
CIFR vs SCHG
+86.3%
+417.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +3.6% |
| 7D | -5.0% | -1.0% | -4.0% | -2.4% |
| 30D | -5.7% | -1.3% | -4.4% | -2.5% |
| 3M | -25.5% | +5.4% | -31.0% | -35.1% |
| 6M | +19.4% | +14.4% | +5.0% | -12.8% |
| YTD | +14.2% | +8.0% | +6.1% | -2.7% |
| 1Y | +69.0% | +12.7% | +56.3% | +35.2% |
| 3Y | +503.9% | +85.6% | +418.3% | +139.7% |
| All | +503.9% | +86.3% | +417.7% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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