+20.8%
CIFR vs SHW
+11.7%
+9.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.7% | -5.1% |
| 7D | -8.2% | -4.5% | -3.8% | -5.8% |
| 30D | -7.4% | -12.7% | +5.3% | -0.1% |
| 3M | -24.2% | +4.7% | -28.9% | -28.2% |
| 6M | +14.2% | -3.4% | +17.6% | +14.2% |
| YTD | +8.0% | -1.3% | +9.3% | +6.6% |
| 1Y | +55.5% | -10.4% | +65.9% | +61.7% |
| 3Y | +429.6% | +20.1% | +409.5% | +352.1% |
| 5Y | +20.8% | +10.5% | +10.3% | -3.3% |
| All | +20.8% | +11.7% | +9.0% | -3.3% |
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