+487.4%
CIFR vs SLB
+3.2%
+484.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.0% |
| 7D | +16.9% | +0.8% | +16.1% | +16.2% |
| 30D | -5.2% | +15.8% | -21.0% | -15.1% |
| 3M | -30.6% | -0.3% | -30.2% | -31.0% |
| 6M | +10.6% | +21.3% | -10.7% | -6.4% |
| YTD | +20.2% | +52.3% | -32.1% | -15.0% |
| 1Y | +139.7% | +63.6% | +76.1% | +58.0% |
| All | +487.4% | +3.2% | +484.2% | +354.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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