+68.7%
CIFR vs SN
+397.9%
-329.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +2.7% | +15.2% | +16.3% |
| 7D | -10.2% | +7.2% | -17.4% | -14.4% |
| 30D | -55.0% | +20.4% | -75.4% | -60.3% |
| 3M | -64.1% | +23.9% | -88.0% | -69.0% |
| 6M | -70.1% | +93.0% | -163.2% | -81.7% |
| YTD | -55.7% | +99.2% | -154.9% | -73.3% |
| 1Y | -69.9% | +142.6% | -212.5% | -84.2% |
| 3Y | +68.7% | +398.8% | -330.1% | -56.4% |
| All | +68.7% | +397.9% | -329.2% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling