+87.0%
CIFR vs SHAK
-5.1%
+92.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.2% | +5.6% |
| 7D | +26.7% | -0.3% | +27.0% | +26.9% |
| 30D | +7.7% | -5.2% | +13.0% | +10.3% |
| 3M | -23.8% | +27.3% | -51.1% | -33.8% |
| 6M | +35.9% | -27.9% | +63.8% | +49.8% |
| YTD | +25.4% | -17.0% | +42.4% | +27.4% |
| 1Y | +139.8% | -30.9% | +170.7% | +164.6% |
| 3Y | +515.0% | +3.4% | +511.6% | +443.7% |
| 5Y | +52.1% | -20.5% | +72.6% | +28.5% |
| All | +87.0% | -5.1% | +92.0% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling