+29.3%
CIFR vs SM
+119.2%
-89.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.6% | -9.3% | -8.8% |
| 7D | +11.3% | -0.2% | +11.6% | +11.3% |
| 30D | +3.5% | +20.3% | -16.8% | -1.2% |
| 3M | -26.6% | +22.9% | -49.6% | -31.3% |
| 6M | +18.1% | +47.8% | -29.7% | +2.1% |
| YTD | +14.5% | +107.5% | -93.0% | -12.3% |
| 1Y | +83.3% | +51.7% | +31.6% | +54.0% |
| 3Y | +461.5% | -0.9% | +462.3% | +425.1% |
| 5Y | +29.3% | +112.2% | -82.9% | +13.5% |
| All | +29.3% | +119.2% | -89.9% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling