-20.1%
CIFR vs SNOW
-18.8%
-1.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.9% |
| 7D | -19.6% | +0.2% | -19.8% | -19.1% |
| 30D | -51.7% | -19.8% | -31.9% | -45.3% |
| 3M | -60.0% | -11.6% | -48.4% | -57.2% |
| 6M | -68.2% | +94.0% | -162.2% | -78.8% |
| YTD | -55.8% | +34.8% | -90.6% | -65.1% |
| 1Y | -66.8% | +10.1% | -76.9% | -70.7% |
| 3Y | +119.1% | +84.4% | +34.7% | +39.5% |
| All | -20.1% | -18.8% | -1.3% | -39.8% |
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 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