-33.9%
CIFR vs SNAP
-82.5%
+48.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.6% | +20.5% | +18.8% |
| 7D | -10.2% | -7.1% | -3.1% | -8.3% |
| 30D | -55.0% | -14.6% | -40.4% | -52.7% |
| 3M | -64.1% | -5.0% | -59.1% | -63.8% |
| 6M | -70.1% | -18.8% | -51.3% | -69.1% |
| YTD | -55.7% | -38.5% | -17.1% | -50.0% |
| 1Y | -69.9% | -38.1% | -31.8% | -66.1% |
| 3Y | +68.7% | -53.8% | +122.5% | +93.9% |
| 5Y | -26.2% | -90.7% | +64.5% | +4.1% |
| All | -33.9% | -82.5% | +48.6% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling