-31.2%
CIFR vs SLV
+110.6%
-141.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.3% | +2.8% |
| 7D | -0.7% | +5.6% | -6.4% | -4.0% |
| 30D | -49.6% | -12.1% | -37.5% | -46.3% |
| 3M | -60.4% | -16.3% | -44.1% | -56.5% |
| 6M | -66.9% | -34.1% | -32.8% | -59.9% |
| YTD | -53.9% | -25.3% | -28.6% | -49.8% |
| 1Y | -67.1% | +9.6% | -76.7% | -71.0% |
| 3Y | +118.3% | +132.7% | -14.4% | +36.3% |
| 5Y | -26.9% | +113.7% | -140.5% | -55.3% |
| All | -31.2% | +110.6% | -141.8% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 10y: compounded portfolio wealth divided by compounded SLV 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…
10y analysis · Full analysis span regression · 6 months rolling