+127.2%
CIFR vs SOUN
-60.0%
+187.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -3.3% |
| 7D | +4.8% | -15.1% | +19.9% | +9.3% |
| 30D | -31.0% | -23.0% | -8.0% | -26.3% |
| 3M | -58.7% | -53.3% | -5.4% | -49.9% |
| 6M | -67.7% | -58.6% | -9.2% | -59.9% |
| YTD | -53.5% | -65.0% | +11.5% | -40.3% |
| 1Y | -54.1% | -71.4% | +17.4% | -37.6% |
| 3Y | +138.2% | +75.4% | +62.8% | +85.1% |
| All | +127.2% | -60.0% | +187.1% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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