+119.1%
CIFR vs SNPS
-10.0%
+129.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.3% |
| 7D | -19.6% | -0.6% | -18.9% | -18.9% |
| 30D | -51.7% | -9.8% | -41.9% | -48.5% |
| 3M | -60.0% | +11.7% | -71.7% | -62.2% |
| 6M | -68.2% | -10.9% | -57.3% | -66.1% |
| YTD | -55.8% | -2.1% | -53.7% | -55.4% |
| 1Y | -66.8% | +14.8% | -81.5% | -68.9% |
| 3Y | +119.1% | -11.3% | +130.5% | +120.7% |
| All | +119.1% | -10.0% | +129.1% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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