+79.2%
CIFR vs SFM
+282.3%
-203.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.7% | +1.4% |
| 7D | +16.9% | -0.1% | +17.0% | +17.0% |
| 30D | -5.2% | -4.4% | -0.8% | -4.4% |
| 3M | -30.6% | +1.5% | -32.1% | -31.3% |
| 6M | +10.6% | +6.5% | +4.1% | +6.5% |
| YTD | +20.2% | +2.2% | +18.0% | +16.8% |
| 1Y | +139.7% | -41.9% | +181.6% | +169.9% |
| 3Y | +489.4% | +106.8% | +382.6% | +419.9% |
| 5Y | +54.4% | +231.6% | -177.2% | +32.2% |
| All | +79.2% | +282.3% | -203.1% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling