-33.9%
CIFR vs SO
+98.2%
-132.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.1% | +19.0% | +17.8% |
| 7D | -10.2% | -1.5% | -8.8% | -10.4% |
| 30D | -55.0% | +8.1% | -63.1% | -54.7% |
| 3M | -64.1% | +0.2% | -64.3% | -64.0% |
| 6M | -70.1% | +0.4% | -70.5% | -70.1% |
| YTD | -55.7% | +8.5% | -64.2% | -55.6% |
| 1Y | -69.9% | +4.9% | -74.8% | -69.8% |
| 3Y | +68.7% | +47.9% | +20.8% | +55.6% |
| 5Y | -26.2% | +75.7% | -101.9% | -32.0% |
| All | -33.9% | +98.2% | -132.1% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling