-29.5%
CIFR vs SO
+75.0%
-104.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.1% | +19.0% | +17.7% |
| 7D | -10.2% | -1.5% | -8.8% | -10.4% |
| 30D | -55.0% | +8.1% | -63.1% | -54.5% |
| 3M | -64.1% | +0.2% | -64.3% | -63.9% |
| 6M | -70.1% | +0.4% | -70.5% | -70.1% |
| YTD | -55.7% | +8.5% | -64.2% | -55.3% |
| 1Y | -69.9% | +4.9% | -74.8% | -69.6% |
| 3Y | +68.7% | +47.9% | +20.8% | +56.2% |
| All | -29.5% | +75.0% | -104.5% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling