-71.1%
CIFR vs SNOW
+7.5%
-78.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -1.5% | -18.4% | -19.6% |
| 7D | -26.7% | -14.5% | -12.2% | -24.1% |
| 30D | -58.0% | -14.3% | -43.7% | -56.4% |
| 3M | -68.1% | -8.3% | -59.8% | -67.3% |
| 6M | -63.7% | +101.5% | -165.2% | -67.7% |
| YTD | -56.0% | +32.5% | -88.4% | -54.5% |
| 1Y | -71.1% | +9.5% | -80.6% | -68.8% |
| All | -71.1% | +7.5% | -78.6% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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