-31.2%
CIFR vs SM
+2,077.1%
-2,108.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.8% | +4.5% |
| 7D | -0.7% | -22.3% | +21.5% | +3.5% |
| 30D | -49.6% | -21.4% | -28.3% | -47.7% |
| 3M | -60.4% | +1.4% | -61.7% | -60.7% |
| 6M | -66.9% | +0.1% | -67.0% | -67.4% |
| YTD | -53.9% | +59.0% | -112.8% | -59.0% |
| 1Y | -67.1% | +64.3% | -131.4% | -71.0% |
| 3Y | +118.3% | -13.1% | +131.4% | +114.6% |
| 5Y | -26.9% | -13.9% | -13.0% | -28.7% |
| All | -31.2% | +2,077.1% | -2,108.3% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling