-31.2%
CIFR vs SE
-52.2%
+21.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +2.7% |
| 7D | -0.7% | +3.3% | -4.0% | -2.3% |
| 30D | -49.6% | -18.2% | -31.5% | -44.9% |
| 3M | -60.4% | -31.3% | -29.1% | -53.2% |
| 6M | -66.9% | -10.1% | -56.7% | -66.2% |
| YTD | -53.9% | -38.9% | -15.0% | -44.3% |
| 1Y | -67.1% | -48.0% | -19.1% | -57.2% |
| 3Y | +118.3% | +78.8% | +39.5% | +55.7% |
| 5Y | -26.9% | -77.1% | +50.3% | -16.0% |
| All | -31.2% | -52.2% | +21.0% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling