+79.2%
CIFR vs SLB
+329.6%
-250.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.1% |
| 7D | +16.9% | +0.8% | +16.1% | +16.7% |
| 30D | -5.2% | +15.8% | -21.0% | -8.4% |
| 3M | -30.6% | -0.3% | -30.2% | -30.7% |
| 6M | +10.6% | +21.3% | -10.7% | +5.7% |
| YTD | +20.2% | +52.3% | -32.1% | +10.1% |
| 1Y | +139.7% | +63.6% | +76.1% | +116.2% |
| 3Y | +489.4% | +3.8% | +485.6% | +437.1% |
| 5Y | +54.4% | +128.6% | -74.2% | +41.2% |
| All | +79.2% | +329.6% | -250.4% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling