+55.5%
CIFR vs SITM
+140.9%
-85.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.1% | -7.8% | -6.4% |
| 7D | -8.2% | +4.8% | -13.1% | -9.8% |
| 30D | -7.4% | -9.7% | +2.3% | -3.8% |
| 3M | -24.2% | -9.3% | -14.8% | -23.1% |
| 6M | +14.2% | +69.5% | -55.3% | +0.1% |
| YTD | +8.0% | +70.5% | -62.5% | -5.7% |
| 1Y | +55.5% | +145.3% | -89.7% | +47.8% |
| All | +55.5% | +140.9% | -85.4% | +47.8% |
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