+87.0%
CIFR vs SO
+91.0%
-4.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.4% |
| 7D | +26.7% | +1.0% | +25.7% | +26.8% |
| 30D | +7.7% | -3.2% | +10.9% | +7.5% |
| 3M | -23.8% | -1.7% | -22.1% | -24.1% |
| 6M | +35.9% | -7.2% | +43.1% | +35.4% |
| YTD | +25.4% | +4.6% | +20.8% | +25.0% |
| 1Y | +139.8% | +1.2% | +138.6% | +139.1% |
| 3Y | +515.0% | +45.3% | +469.7% | +463.2% |
| 5Y | +52.1% | +58.7% | -6.6% | +39.0% |
| All | +87.0% | +91.0% | -4.0% | +70.9% |
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