+119.1%
CIFR vs SHW
+44.1%
+75.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | -19.6% | +4.2% | -23.8% | -20.8% |
| 30D | -51.7% | +11.3% | -63.0% | -54.3% |
| 3M | -60.0% | -1.8% | -58.2% | -59.9% |
| 6M | -68.2% | +12.7% | -80.9% | -71.0% |
| YTD | -55.8% | +10.4% | -66.2% | -58.9% |
| 1Y | -66.8% | +4.7% | -71.5% | -68.1% |
| 3Y | +119.1% | +42.7% | +76.4% | +125.6% |
| All | +119.1% | +44.1% | +75.0% | +125.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling