+20.8%
CIFR vs SITM
+176.0%
-155.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.1% | -7.8% | -6.7% |
| 7D | -8.2% | +4.8% | -13.1% | -10.4% |
| 30D | -7.4% | -9.7% | +2.3% | -2.9% |
| 3M | -24.2% | -9.3% | -14.8% | -22.0% |
| 6M | +14.2% | +69.5% | -55.3% | -14.8% |
| YTD | +8.0% | +70.5% | -62.5% | -22.9% |
| 1Y | +55.5% | +145.3% | -89.7% | -11.6% |
| 3Y | +429.6% | +432.8% | -3.2% | +98.0% |
| 5Y | +20.8% | +174.0% | -153.3% | -47.6% |
| All | +20.8% | +176.0% | -155.3% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling