+70.2%
CIFR vs SHAK
-10.4%
+80.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.2% | +2.5% | +4.3% |
| 7D | -5.0% | -8.3% | +3.3% | -1.2% |
| 30D | -5.7% | -12.6% | +6.9% | +0.3% |
| 3M | -25.5% | +9.1% | -34.7% | -30.3% |
| 6M | +19.4% | -31.2% | +50.7% | +34.7% |
| YTD | +14.2% | -21.6% | +35.7% | +19.2% |
| 1Y | +69.0% | -38.8% | +107.8% | +98.4% |
| 3Y | +503.9% | +0.6% | +503.3% | +440.9% |
| 5Y | +27.7% | -22.5% | +50.2% | +10.8% |
| All | +70.2% | -10.4% | +80.6% | +49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling