-64.1%
CIFR vs SE
-32.5%
-31.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.1% | +17.8% | +17.9% |
| 7D | -10.2% | +2.0% | -12.2% | -10.8% |
| 30D | -55.0% | -20.0% | -35.1% | -50.2% |
| 3M | -64.1% | -31.8% | -32.3% | -57.4% |
| All | -64.1% | -32.5% | -31.6% | -57.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling