-31.2%
CIFR vs SNAP
-82.1%
+50.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.4% |
| 7D | -0.7% | -7.3% | +6.6% | +1.6% |
| 30D | -49.6% | -18.9% | -30.7% | -46.0% |
| 3M | -60.4% | -5.3% | -55.1% | -60.1% |
| 6M | -66.9% | -16.9% | -49.9% | -66.0% |
| YTD | -53.9% | -37.4% | -16.4% | -48.2% |
| 1Y | -67.1% | -38.5% | -28.6% | -62.9% |
| 3Y | +118.3% | -55.1% | +173.3% | +153.2% |
| 5Y | -26.9% | -90.8% | +63.9% | +2.8% |
| All | -31.2% | -82.1% | +50.9% | -4.1% |
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