+138.2%
CIFR vs SE
+65.6%
+72.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.6% |
| 7D | +4.8% | -0.5% | +5.3% | +4.9% |
| 30D | -31.0% | -20.9% | -10.1% | -23.3% |
| 3M | -58.7% | -38.9% | -19.8% | -48.4% |
| 6M | -67.7% | -19.4% | -48.3% | -65.1% |
| YTD | -53.5% | -40.9% | -12.6% | -42.4% |
| 1Y | -54.1% | -46.2% | -7.9% | -40.4% |
| 3Y | +138.2% | +63.7% | +74.5% | +100.8% |
| All | +138.2% | +65.6% | +72.6% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling