+51.0%
CIFR vs SNAP
-92.8%
+143.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.0% | +6.2% | +3.7% |
| 7D | +16.9% | +0.7% | +16.2% | +16.7% |
| 30D | -5.2% | +2.6% | -7.8% | -6.7% |
| 3M | -30.6% | -9.9% | -20.7% | -29.8% |
| 6M | +10.6% | +1.9% | +8.7% | +5.1% |
| YTD | +20.2% | -32.2% | +52.4% | +33.7% |
| 1Y | +139.7% | -22.8% | +162.6% | +150.6% |
| 3Y | +489.4% | -47.6% | +537.0% | +550.6% |
| All | +51.0% | -92.8% | +143.8% | +144.9% |
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