+515.0%
CIFR vs SNOW
+103.1%
+411.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | +26.7% | +4.9% | +21.8% | +24.0% |
| 30D | +7.7% | +1.5% | +6.2% | +6.6% |
| 3M | -23.8% | +39.5% | -63.3% | -34.2% |
| 6M | +35.9% | +85.9% | -50.0% | -3.6% |
| YTD | +25.4% | +52.9% | -27.5% | -1.1% |
| 1Y | +139.8% | +48.1% | +91.7% | +92.1% |
| 3Y | +515.0% | +102.2% | +412.8% | +365.2% |
| All | +515.0% | +103.1% | +411.9% | +365.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling