-71.1%
CIFR vs SFM
-35.8%
-35.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.6% | -23.6% | -19.7% |
| 7D | -26.7% | -12.3% | -14.5% | -25.9% |
| 30D | -58.0% | -16.2% | -41.8% | -57.6% |
| 3M | -68.1% | -36.8% | -31.3% | -67.8% |
| 6M | -63.7% | -32.6% | -31.1% | -63.1% |
| YTD | -56.0% | -31.7% | -24.2% | -56.8% |
| 1Y | -71.1% | -35.0% | -36.1% | -72.2% |
| All | -71.1% | -35.8% | -35.3% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling