-30.7%
CIFR vs SHEL
+393.4%
-424.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.4% |
| 7D | +4.8% | +0.8% | +4.0% | +4.6% |
| 30D | -31.0% | -3.6% | -27.4% | -30.5% |
| 3M | -58.7% | +12.0% | -70.8% | -60.1% |
| 6M | -67.7% | +19.7% | -87.4% | -69.4% |
| YTD | -53.5% | +39.6% | -93.2% | -58.0% |
| 1Y | -54.1% | +36.4% | -90.5% | -58.2% |
| 3Y | +138.2% | +70.2% | +68.0% | +106.3% |
| 5Y | -18.5% | +169.2% | -187.8% | -32.3% |
| All | -30.7% | +393.4% | -424.1% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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