+79.2%
CIFR vs SM
+2,626.2%
-2,547.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.5% |
| 7D | +16.9% | +0.1% | +16.8% | +16.8% |
| 30D | -5.2% | +26.3% | -31.5% | -8.6% |
| 3M | -30.6% | +8.7% | -39.2% | -31.8% |
| 6M | +10.6% | +51.7% | -41.1% | +0.9% |
| YTD | +20.2% | +99.0% | -78.9% | +3.8% |
| 1Y | +139.7% | +34.6% | +105.1% | +121.2% |
| 3Y | +489.4% | -7.8% | +497.1% | +469.9% |
| 5Y | +54.4% | +104.8% | -50.4% | +44.6% |
| All | +79.2% | +2,626.2% | -2,547.0% | +64.0% |
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