-21.0%
CIFR vs SNAP
-90.3%
+69.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.8% | -4.4% |
| 7D | +4.8% | +6.0% | -1.2% | +2.6% |
| 30D | -31.0% | -13.8% | -17.2% | -27.1% |
| 3M | -58.7% | -0.8% | -58.0% | -59.0% |
| 6M | -67.7% | -6.2% | -61.5% | -68.3% |
| YTD | -53.5% | -34.8% | -18.7% | -47.8% |
| 1Y | -54.1% | -38.7% | -15.4% | -47.2% |
| 3Y | +138.2% | -53.5% | +191.6% | +174.7% |
| All | -21.0% | -90.3% | +69.3% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling