+79.2%
CIFR vs SHEL
+359.2%
-280.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.5% | +2.0% |
| 7D | +16.9% | +2.2% | +14.7% | +16.2% |
| 30D | -5.2% | +6.8% | -12.0% | -6.9% |
| 3M | -30.6% | +8.1% | -38.7% | -32.0% |
| 6M | +10.6% | +14.4% | -3.8% | +5.9% |
| YTD | +20.2% | +30.0% | -9.8% | +11.2% |
| 1Y | +139.7% | +33.3% | +106.4% | +120.0% |
| 3Y | +489.4% | +66.4% | +422.9% | +420.2% |
| 5Y | +54.4% | +178.6% | -124.2% | +31.4% |
| All | +79.2% | +359.2% | -280.0% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling