+138.2%
CIFR vs SLV
+118.7%
+19.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -2.9% |
| 7D | +4.8% | -5.8% | +10.7% | +8.2% |
| 30D | -31.0% | -12.1% | -18.9% | -26.2% |
| 3M | -58.7% | -24.1% | -34.6% | -51.9% |
| 6M | -67.7% | -44.4% | -23.3% | -56.8% |
| YTD | -53.5% | -31.5% | -22.0% | -47.8% |
| 1Y | -54.1% | -6.9% | -47.1% | -58.9% |
| 3Y | +138.2% | +116.0% | +22.2% | +20.6% |
| All | +138.2% | +118.7% | +19.5% | +20.6% |
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 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