-27.8%
CIFR vs SM
+2,351.6%
-2,379.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.6% | -0.2% |
| 7D | +28.8% | +10.6% | +18.2% | +26.9% |
| 30D | -36.9% | -15.0% | -22.0% | -35.3% |
| 3M | -60.0% | +1.7% | -61.7% | -60.3% |
| 6M | -64.4% | +5.9% | -70.2% | -65.2% |
| YTD | -51.6% | +79.0% | -130.6% | -57.7% |
| 1Y | -58.9% | +84.7% | -143.5% | -64.3% |
| 3Y | +139.9% | -3.5% | +143.4% | +131.9% |
| 5Y | -15.1% | +4.9% | -20.0% | -19.0% |
| All | -27.8% | +2,351.6% | -2,379.4% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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