+29.3%
CIFR vs SNOW
+5.9%
+23.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.2% | -7.5% | -8.1% |
| 7D | +11.3% | +8.4% | +2.9% | +7.1% |
| 30D | +3.5% | -1.0% | +4.5% | +3.5% |
| 3M | -26.6% | +38.3% | -64.9% | -38.2% |
| 6M | +18.1% | +81.3% | -63.2% | -20.9% |
| YTD | +14.5% | +51.1% | -36.6% | -15.5% |
| 1Y | +83.3% | +47.0% | +36.3% | +37.2% |
| 3Y | +461.5% | +99.7% | +361.7% | +238.1% |
| 5Y | +29.3% | +3.6% | +25.7% | -11.1% |
| All | +29.3% | +5.9% | +23.4% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling