-25.3%
CIFR vs SHW
+15.0%
-40.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.8% |
| 7D | -19.6% | +4.2% | -23.8% | -21.7% |
| 30D | -51.7% | +11.3% | -63.0% | -55.2% |
| 3M | -60.0% | -1.8% | -58.2% | -60.3% |
| 6M | -68.2% | +12.7% | -80.9% | -71.6% |
| YTD | -55.8% | +10.4% | -66.2% | -59.7% |
| 1Y | -66.8% | +4.7% | -71.5% | -68.7% |
| 3Y | +119.1% | +42.7% | +76.4% | +66.3% |
| 5Y | -25.3% | +14.5% | -39.8% | -35.8% |
| All | -25.3% | +15.0% | -40.3% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling