+70.7%
CIFR vs SCHW
+194.2%
-123.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.4% | -8.6% |
| 7D | +11.3% | -1.6% | +12.9% | +12.1% |
| 30D | +3.5% | -1.1% | +4.5% | +3.6% |
| 3M | -26.6% | +20.4% | -47.0% | -32.8% |
| 6M | +18.1% | +13.6% | +4.5% | +10.6% |
| YTD | +14.5% | +7.7% | +6.8% | +10.0% |
| 1Y | +83.3% | +15.2% | +68.1% | +71.3% |
| 3Y | +461.5% | +87.1% | +374.3% | +352.3% |
| 5Y | +29.3% | +57.5% | -28.2% | +11.2% |
| All | +70.7% | +194.2% | -123.5% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling