-29.5%
CIFR vs SLB
+65.5%
-95.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.6% | +17.4% | +17.8% |
| 7D | -10.2% | -7.1% | -3.1% | -8.0% |
| 30D | -55.0% | +4.1% | -59.1% | -55.5% |
| 3M | -64.1% | -2.6% | -61.4% | -63.8% |
| 6M | -70.1% | -8.6% | -61.6% | -69.5% |
| YTD | -55.7% | +32.2% | -87.9% | -59.0% |
| 1Y | -69.9% | +40.7% | -110.5% | -72.6% |
| 3Y | +68.7% | -4.5% | +73.2% | +54.9% |
| All | -29.5% | +65.5% | -95.0% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling