+457.9%
CIFR vs SMR
-14.3%
+472.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -15.7% | +21.4% | +11.5% |
| 7D | -5.0% | -11.2% | +6.2% | -1.9% |
| 30D | -5.7% | -10.2% | +4.5% | -3.3% |
| 3M | -25.5% | -10.0% | -15.5% | -23.0% |
| 6M | +19.4% | -30.5% | +49.9% | +33.1% |
| YTD | +14.2% | -39.2% | +53.4% | +34.3% |
| 1Y | +69.0% | -75.5% | +144.5% | +159.5% |
| 3Y | +503.9% | +45.4% | +458.5% | +332.8% |
| All | +457.9% | -14.3% | +472.3% | +332.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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