+20.0%
CIFR vs SCHW
+59.4%
-39.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.7% | -6.4% | -6.0% |
| 7D | -8.2% | -2.8% | -5.5% | -7.1% |
| 30D | -7.4% | -0.1% | -7.3% | -7.7% |
| 3M | -24.2% | +20.6% | -44.7% | -31.8% |
| 6M | +14.2% | +15.9% | -1.8% | +4.3% |
| YTD | +8.0% | +8.5% | -0.5% | +2.5% |
| 1Y | +55.5% | +17.8% | +37.7% | +41.6% |
| 3Y | +429.6% | +88.5% | +341.0% | +302.4% |
| All | +20.0% | +59.4% | -39.3% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling