+487.4%
CIFR vs SMR
-3.5%
+490.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | +16.9% | +4.4% | +12.5% | +15.2% |
| 30D | -5.2% | +3.4% | -8.6% | -6.8% |
| 3M | -30.6% | -19.2% | -11.4% | -24.4% |
| 6M | +10.6% | -22.6% | +33.2% | +20.1% |
| YTD | +20.2% | -31.5% | +51.7% | +36.8% |
| 1Y | +139.7% | -73.1% | +212.8% | +258.8% |
| 3Y | +489.4% | +55.0% | +434.4% | +315.8% |
| All | +487.4% | -3.5% | +490.9% | +341.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling