+80.5%
CIFR vs SN
+671.3%
-590.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -5.4% |
| 7D | +4.8% | +1.5% | +3.3% | +4.0% |
| 30D | -31.0% | +21.5% | -52.5% | -37.5% |
| 3M | -58.7% | +20.0% | -78.8% | -62.5% |
| 6M | -67.7% | +119.9% | -187.6% | -79.1% |
| YTD | -53.5% | +102.3% | -155.8% | -68.4% |
| 1Y | -54.1% | +148.0% | -202.0% | -71.8% |
| 3Y | +138.2% | +450.0% | -311.8% | +29.9% |
| All | +80.5% | +671.3% | -590.8% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling