+146.9%
CIFR vs SMR
+152.7%
-5.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.2% | +8.7% | +8.8% |
| 7D | +9.4% | +1.9% | +7.4% | +9.2% |
| 30D | -45.3% | -21.9% | -23.4% | -38.8% |
| 3M | -58.7% | -47.1% | -11.6% | -47.4% |
| 6M | -64.9% | -60.6% | -4.3% | -49.8% |
| YTD | -51.8% | -63.1% | +11.3% | -30.1% |
| 1Y | -61.9% | -80.4% | +18.5% | -31.7% |
| All | +146.9% | +152.7% | -5.8% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling