+87.0%
CIFR vs SLV
+159.7%
-72.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.7% |
| 7D | +26.7% | +2.5% | +24.2% | +25.4% |
| 30D | +7.7% | +3.3% | +4.5% | +6.7% |
| 3M | -23.8% | -3.6% | -20.2% | -22.4% |
| 6M | +35.9% | -21.8% | +57.7% | +50.6% |
| YTD | +25.4% | -7.8% | +33.2% | +23.2% |
| 1Y | +139.8% | +58.3% | +81.5% | +76.3% |
| 3Y | +515.0% | +182.6% | +332.4% | +247.6% |
| 5Y | +52.1% | +167.8% | -115.7% | -15.7% |
| All | +87.0% | +159.7% | -72.7% | +3.9% |
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