-15.1%
CIFR vs SLB
+75.0%
-90.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +28.8% | +2.6% | +26.3% | +28.0% |
| 30D | -36.9% | +4.4% | -41.3% | -37.6% |
| 3M | -60.0% | -2.7% | -57.3% | -59.6% |
| 6M | -64.4% | -7.5% | -56.8% | -63.7% |
| YTD | -51.6% | +34.8% | -86.4% | -55.4% |
| 1Y | -58.9% | +44.6% | -103.5% | -62.8% |
| 3Y | +139.9% | +3.2% | +136.8% | +120.0% |
| 5Y | -15.1% | +73.6% | -88.6% | -26.2% |
| All | -15.1% | +75.0% | -90.1% | -26.2% |
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