+138.2%
CIFR vs SHEL
+71.4%
+66.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.8% |
| 7D | +4.8% | +0.8% | +4.0% | +4.4% |
| 30D | -31.0% | -3.6% | -27.4% | -29.8% |
| 3M | -58.7% | +12.0% | -70.8% | -62.4% |
| 6M | -67.7% | +19.7% | -87.4% | -72.1% |
| YTD | -53.5% | +39.6% | -93.2% | -66.0% |
| 1Y | -54.1% | +36.4% | -90.5% | -65.7% |
| 3Y | +138.2% | +70.2% | +68.0% | +21.6% |
| All | +138.2% | +71.4% | +66.8% | +21.6% |
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