+87.0%
CIFR vs SNAP
-80.8%
+167.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.1% | +4.6% |
| 7D | +26.7% | +1.5% | +25.2% | +26.1% |
| 30D | +7.7% | +1.9% | +5.9% | +6.6% |
| 3M | -23.8% | -3.9% | -19.9% | -24.9% |
| 6M | +35.9% | +5.2% | +30.7% | +28.5% |
| YTD | +25.4% | -32.7% | +58.1% | +38.1% |
| 1Y | +139.8% | -24.8% | +164.6% | +152.1% |
| 3Y | +515.0% | -42.2% | +557.1% | +560.0% |
| 5Y | +52.1% | -92.7% | +144.8% | +112.3% |
| All | +87.0% | -80.8% | +167.8% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling