-70.1%
CIFR vs SLB
-8.1%
-62.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.6% | +17.4% | +17.8% |
| 7D | -10.2% | -7.1% | -3.1% | -9.4% |
| 30D | -55.0% | +4.1% | -59.1% | -54.7% |
| 3M | -64.1% | -2.6% | -61.4% | -63.3% |
| 6M | -70.1% | -8.6% | -61.6% | -65.4% |
| All | -70.1% | -8.1% | -62.0% | -65.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling