+505.7%
CIFR vs SITM
+412.8%
+92.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.5% | -7.2% | -8.0% |
| 7D | +11.3% | +3.7% | +7.6% | +9.3% |
| 30D | +3.5% | -14.5% | +18.0% | +11.7% |
| 3M | -26.6% | -10.6% | -16.1% | -24.1% |
| 6M | +18.1% | +65.5% | -47.4% | -12.8% |
| YTD | +14.5% | +67.0% | -52.5% | -19.7% |
| 1Y | +83.3% | +138.6% | -55.3% | -0.5% |
| All | +505.7% | +412.8% | +92.9% | +97.4% |
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