+79.2%
CIFR vs SHW
+53.6%
+25.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | +16.9% | -3.2% | +20.2% | +19.0% |
| 30D | -5.2% | -9.5% | +4.3% | -0.3% |
| 3M | -30.6% | +11.5% | -42.0% | -36.2% |
| 6M | +10.6% | -3.5% | +14.1% | +11.2% |
| YTD | +20.2% | +3.7% | +16.5% | +15.9% |
| 1Y | +139.7% | -7.9% | +147.6% | +144.3% |
| 3Y | +489.4% | +24.7% | +464.7% | +406.3% |
| 5Y | +54.4% | +13.6% | +40.8% | +32.7% |
| All | +79.2% | +53.6% | +25.6% | +47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling