+138.2%
CIFR vs SO
+52.7%
+85.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -3.3% |
| 7D | +4.8% | +1.4% | +3.5% | +5.7% |
| 30D | -31.0% | +4.7% | -35.7% | -28.7% |
| 3M | -58.7% | +1.7% | -60.4% | -58.0% |
| 6M | -67.7% | +2.2% | -69.9% | -66.9% |
| YTD | -53.5% | +10.0% | -63.5% | -50.6% |
| 1Y | -54.1% | +6.0% | -60.1% | -51.8% |
| 3Y | +138.2% | +54.1% | +84.1% | +149.6% |
| All | +138.2% | +52.7% | +85.5% | +149.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling