+70.7%
CIFR vs SHW
+47.6%
+23.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.7% | -7.0% | -7.8% |
| 7D | +11.3% | -3.2% | +14.5% | +13.2% |
| 30D | +3.5% | -11.4% | +14.9% | +10.0% |
| 3M | -26.6% | +3.5% | -30.1% | -29.5% |
| 6M | +18.1% | -3.4% | +21.5% | +18.2% |
| YTD | +14.5% | -0.3% | +14.8% | +12.7% |
| 1Y | +83.3% | -10.4% | +93.7% | +90.1% |
| 3Y | +461.5% | +21.3% | +440.2% | +389.3% |
| 5Y | +29.3% | +12.9% | +16.4% | +13.3% |
| All | +70.7% | +47.6% | +23.1% | +43.2% |
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