-29.5%
CIFR vs SE
-78.9%
+49.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.1% | +17.8% | +17.9% |
| 7D | -10.2% | +2.0% | -12.2% | -11.3% |
| 30D | -55.0% | -20.0% | -35.1% | -49.6% |
| 3M | -64.1% | -31.8% | -32.3% | -56.5% |
| 6M | -70.1% | -15.9% | -54.3% | -68.4% |
| YTD | -55.7% | -40.6% | -15.0% | -44.4% |
| 1Y | -69.9% | -50.7% | -19.2% | -58.3% |
| 3Y | +68.7% | +70.3% | -1.6% | +14.0% |
| All | -29.5% | -78.9% | +49.4% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling