-71.1%
CIFR vs SCHW
+1.9%
-73.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.6% | -24.5% | -21.0% |
| 7D | -26.7% | +5.2% | -31.9% | -27.8% |
| 30D | -58.0% | -4.7% | -53.3% | -57.2% |
| 3M | -68.1% | -11.9% | -56.2% | -67.0% |
| 6M | -63.7% | +2.7% | -66.4% | -66.1% |
| YTD | -56.0% | -5.6% | -50.3% | -57.1% |
| 1Y | -71.1% | +0.8% | -71.9% | -74.7% |
| All | -71.1% | +1.9% | -73.0% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 1y: compounded portfolio wealth divided by compounded SCHW 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…
1y analysis · Full analysis span regression · 6 months rolling