+471.3%
CIFR vs SHEL
+69.1%
+402.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.4% | -6.1% | -5.9% |
| 7D | -8.2% | +3.9% | -12.2% | -10.6% |
| 30D | -7.4% | +7.0% | -14.3% | -11.7% |
| 3M | -24.2% | +12.5% | -36.7% | -30.3% |
| 6M | +14.2% | +14.8% | -0.6% | +1.3% |
| YTD | +8.0% | +34.2% | -26.2% | -17.2% |
| 1Y | +55.5% | +37.0% | +18.5% | +16.3% |
| All | +471.3% | +69.1% | +402.3% | +235.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling