-28.2%
CIFR vs SHW
+63.8%
-91.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.1% | +8.8% | +8.8% |
| 7D | +9.4% | -2.1% | +11.5% | +10.6% |
| 30D | -45.3% | +11.1% | -56.4% | -48.9% |
| 3M | -58.7% | -2.2% | -56.5% | -58.9% |
| 6M | -64.9% | +14.3% | -79.3% | -68.6% |
| YTD | -51.8% | +10.6% | -62.4% | -55.7% |
| 1Y | -61.9% | +4.1% | -66.0% | -63.8% |
| 3Y | +138.6% | +42.9% | +95.7% | +88.5% |
| 5Y | -13.0% | +14.2% | -27.2% | -27.1% |
| All | -28.2% | +63.8% | -91.9% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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