-31.2%
CIFR vs SO
+100.8%
-132.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +4.2% |
| 7D | -0.7% | -1.1% | +0.4% | -0.8% |
| 30D | -49.6% | +8.6% | -58.2% | -49.2% |
| 3M | -60.4% | +1.8% | -62.1% | -60.2% |
| 6M | -66.9% | +3.6% | -70.5% | -66.8% |
| YTD | -53.9% | +9.9% | -63.8% | -53.7% |
| 1Y | -67.1% | +5.7% | -72.8% | -66.9% |
| 3Y | +118.3% | +52.5% | +65.8% | +100.7% |
| 5Y | -26.9% | +77.3% | -104.2% | -32.4% |
| All | -31.2% | +100.8% | -132.1% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling