-71.1%
CIFR vs SITM
+47.5%
-118.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -9.4% | -10.6% | -15.8% |
| 7D | -26.7% | -19.5% | -7.2% | -18.8% |
| 30D | -58.0% | -43.2% | -14.8% | -46.8% |
| 3M | -68.1% | -30.8% | -37.3% | -62.9% |
| 6M | -63.7% | -28.6% | -35.1% | -57.9% |
| YTD | -56.0% | +14.2% | -70.1% | -53.6% |
| 1Y | -71.1% | +44.4% | -115.5% | -69.3% |
| All | -71.1% | +47.5% | -118.6% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling