+427.8%
CIFR vs SOUN
-28.0%
+455.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.1% | -2.6% | -4.9% |
| 7D | -8.2% | -6.8% | -1.4% | -6.5% |
| 30D | -7.4% | -15.2% | +7.9% | -3.6% |
| 3M | -24.2% | -7.0% | -17.2% | -23.2% |
| 6M | +14.2% | -20.5% | +34.7% | +18.3% |
| YTD | +8.0% | -37.0% | +45.0% | +19.3% |
| 1Y | +55.5% | -55.3% | +110.8% | +89.6% |
| 3Y | +429.6% | +173.0% | +256.5% | +262.7% |
| All | +427.8% | -28.0% | +455.8% | +215.8% |
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