+515.0%
CIFR vs SHW
+23.8%
+491.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +5.5% |
| 7D | +26.7% | -1.2% | +27.9% | +27.4% |
| 30D | +7.7% | -11.6% | +19.3% | +14.9% |
| 3M | -23.8% | +9.1% | -32.9% | -30.2% |
| 6M | +35.9% | -0.7% | +36.6% | +33.6% |
| YTD | +25.4% | +1.4% | +24.1% | +21.5% |
| 1Y | +139.8% | -12.3% | +152.0% | +153.9% |
| 3Y | +515.0% | +23.4% | +491.6% | +366.0% |
| All | +515.0% | +23.8% | +491.2% | +366.0% |
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