-71.1%
CIFR vs SN
+156.5%
-227.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +4.1% | -24.1% | -21.3% |
| 7D | -26.7% | +10.6% | -37.4% | -30.0% |
| 30D | -58.0% | +20.0% | -78.0% | -61.2% |
| 3M | -68.1% | +30.4% | -98.5% | -71.8% |
| 6M | -63.7% | +91.0% | -154.7% | -75.5% |
| YTD | -56.0% | +95.9% | -151.9% | -71.0% |
| 1Y | -71.1% | +158.9% | -230.0% | -83.2% |
| All | -71.1% | +156.5% | -227.6% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling