-29.5%
CIFR vs SM
-11.5%
-17.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.0% | +16.9% | +17.7% |
| 7D | -10.2% | -25.9% | +15.7% | -3.3% |
| 30D | -55.0% | -15.1% | -39.9% | -53.3% |
| 3M | -64.1% | +4.9% | -68.9% | -64.9% |
| 6M | -70.1% | +6.1% | -76.3% | -71.5% |
| YTD | -55.7% | +63.4% | -119.1% | -64.1% |
| 1Y | -69.9% | +72.5% | -142.3% | -76.1% |
| 3Y | +68.7% | -16.9% | +85.6% | +64.5% |
| All | -29.5% | -11.5% | -17.9% | -36.5% |
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