+139.7%
CIFR vs SFM
-41.4%
+181.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.7% | +1.8% |
| 7D | +16.9% | -0.1% | +17.0% | +16.9% |
| 30D | -5.2% | -4.4% | -0.8% | -4.7% |
| 3M | -30.6% | +1.5% | -32.1% | -30.6% |
| 6M | +10.6% | +6.5% | +4.1% | +8.6% |
| YTD | +20.2% | +2.2% | +18.0% | +19.3% |
| 1Y | +139.7% | -41.9% | +181.6% | +183.0% |
| All | +139.7% | -41.4% | +181.2% | +183.0% |
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