+118.3%
CIFR vs SLV
+132.0%
-13.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.3% | +2.6% |
| 7D | -0.7% | +5.6% | -6.4% | -4.4% |
| 30D | -49.6% | -12.1% | -37.5% | -46.0% |
| 3M | -60.4% | -16.3% | -44.1% | -56.1% |
| 6M | -66.9% | -34.1% | -32.8% | -59.3% |
| YTD | -53.9% | -25.3% | -28.6% | -50.5% |
| 1Y | -67.1% | +9.6% | -76.7% | -73.4% |
| 3Y | +118.3% | +132.7% | -14.4% | +4.4% |
| All | +118.3% | +132.0% | -13.7% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling