+138.2%
CIFR vs SITM
+318.4%
-180.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.5% | +1.5% | -1.1% |
| 7D | +4.8% | +6.6% | -1.8% | +1.3% |
| 30D | -31.0% | -15.3% | -15.7% | -23.3% |
| 3M | -58.7% | -35.4% | -23.3% | -47.9% |
| 6M | -67.7% | -46.8% | -20.9% | -56.2% |
| YTD | -53.5% | +25.9% | -79.4% | -61.6% |
| 1Y | -54.1% | +54.0% | -108.1% | -66.2% |
| 3Y | +138.2% | +315.6% | -177.4% | -6.5% |
| All | +138.2% | +318.4% | -180.2% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling