+87.0%
CIFR vs SE
-30.5%
+117.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.8% |
| 7D | +26.7% | +0.6% | +26.1% | +26.4% |
| 30D | +7.7% | -0.1% | +7.8% | +7.3% |
| 3M | -23.8% | +34.1% | -57.9% | -34.6% |
| 6M | +35.9% | +23.2% | +12.7% | +20.2% |
| YTD | +25.4% | -11.2% | +36.6% | +27.6% |
| 1Y | +139.8% | -40.5% | +180.3% | +194.0% |
| 3Y | +515.0% | +196.3% | +318.7% | +245.3% |
| 5Y | +52.1% | -67.0% | +119.1% | +47.1% |
| All | +87.0% | -30.5% | +117.4% | +71.6% |
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