+70.7%
CIFR vs SCHG
+142.9%
-72.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -7.5% |
| 7D | +11.3% | -0.9% | +12.2% | +13.4% |
| 30D | +3.5% | -2.3% | +5.8% | +8.0% |
| 3M | -26.6% | +4.5% | -31.2% | -32.1% |
| 6M | +18.1% | +13.6% | +4.5% | -3.9% |
| YTD | +14.5% | +7.6% | +6.9% | +3.9% |
| 1Y | +83.3% | +13.0% | +70.3% | +57.5% |
| 3Y | +461.5% | +87.0% | +374.5% | +161.9% |
| 5Y | +29.3% | +82.9% | -53.5% | -40.2% |
| All | +70.7% | +142.9% | -72.2% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling