+20.8%
CIFR vs SHAK
-27.4%
+48.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.1% | -3.6% | -4.6% |
| 7D | -8.2% | -11.0% | +2.7% | -2.3% |
| 30D | -7.4% | -14.0% | +6.7% | +0.5% |
| 3M | -24.2% | +13.3% | -37.4% | -31.6% |
| 6M | +14.2% | -35.3% | +49.5% | +35.7% |
| YTD | +8.0% | -24.0% | +32.0% | +14.6% |
| 1Y | +55.5% | -36.7% | +92.2% | +82.3% |
| 3Y | +429.6% | -5.4% | +434.9% | +347.2% |
| 5Y | +20.8% | -24.9% | +45.7% | -4.9% |
| All | +20.8% | -27.4% | +48.2% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling