+79.2%
CIFR vs SLV
+161.7%
-82.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.7% |
| 7D | +16.9% | -0.3% | +17.3% | +17.3% |
| 30D | -5.2% | +6.7% | -11.9% | -7.6% |
| 3M | -30.6% | -10.7% | -19.9% | -26.8% |
| 6M | +10.6% | -20.6% | +31.2% | +21.7% |
| YTD | +20.2% | -7.1% | +27.3% | +17.7% |
| 1Y | +139.7% | +62.0% | +77.7% | +74.3% |
| 3Y | +489.4% | +169.8% | +319.5% | +239.0% |
| 5Y | +54.4% | +161.5% | -107.1% | -14.6% |
| All | +79.2% | +161.7% | -82.5% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling