-27.8%
CIFR vs SE
-54.3%
+26.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.2% |
| 7D | +28.8% | -1.5% | +30.3% | +29.5% |
| 30D | -36.9% | -22.3% | -14.6% | -29.4% |
| 3M | -60.0% | -41.8% | -18.2% | -48.8% |
| 6M | -64.4% | -22.4% | -42.0% | -60.8% |
| YTD | -51.6% | -41.6% | -10.0% | -40.4% |
| 1Y | -58.9% | -48.0% | -10.8% | -46.5% |
| 3Y | +139.9% | +63.9% | +76.1% | +78.1% |
| 5Y | -15.1% | -78.2% | +63.1% | -0.6% |
| All | -27.8% | -54.3% | +26.5% | -19.8% |
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