+139.8%
CIFR vs SNAP
-25.5%
+165.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.1% | +4.5% |
| 7D | +26.7% | +1.5% | +25.2% | +26.2% |
| 30D | +7.7% | +1.9% | +5.9% | +6.9% |
| 3M | -23.8% | -3.9% | -19.9% | -22.9% |
| 6M | +35.9% | +5.2% | +30.7% | +29.9% |
| YTD | +25.4% | -32.7% | +58.1% | +41.9% |
| 1Y | +139.8% | -24.8% | +164.6% | +176.8% |
| All | +139.8% | -25.5% | +165.3% | +176.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling