+79.2%
CIFR vs SNOW
+36.5%
+42.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.4% | +7.5% | +4.5% |
| 7D | +16.9% | +2.8% | +14.1% | +15.5% |
| 30D | -5.2% | +6.4% | -11.6% | -8.2% |
| 3M | -30.6% | +38.1% | -68.7% | -40.2% |
| 6M | +10.6% | +100.4% | -89.8% | -26.1% |
| YTD | +20.2% | +53.7% | -33.5% | -8.5% |
| 1Y | +139.7% | +52.0% | +87.8% | +83.3% |
| 3Y | +489.4% | +114.7% | +374.7% | +271.9% |
| 5Y | +54.4% | +8.8% | +45.6% | +8.3% |
| All | +79.2% | +36.5% | +42.7% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling