-71.1%
CIFR vs SHAK
-21.2%
-49.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.8% | -23.8% | -20.2% |
| 7D | -26.7% | +8.3% | -35.1% | -27.5% |
| 30D | -58.0% | +16.7% | -74.7% | -59.0% |
| 3M | -68.1% | +10.0% | -78.1% | -68.5% |
| 6M | -63.7% | -23.8% | -39.9% | -60.0% |
| YTD | -56.0% | -10.3% | -45.7% | -53.0% |
| 1Y | -71.1% | -22.9% | -48.2% | -66.3% |
| All | -71.1% | -21.2% | -49.9% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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