+138.2%
CIFR vs SOUN
+95.0%
+43.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -3.0% |
| 7D | +4.8% | -15.1% | +19.9% | +10.5% |
| 30D | -31.0% | -23.0% | -8.0% | -25.0% |
| 3M | -58.7% | -53.3% | -5.4% | -47.2% |
| 6M | -67.7% | -58.6% | -9.2% | -57.5% |
| YTD | -53.5% | -65.0% | +11.5% | -36.6% |
| 1Y | -54.1% | -71.4% | +17.4% | -32.8% |
| 3Y | +138.2% | +75.4% | +62.8% | +63.7% |
| All | +138.2% | +95.0% | +43.2% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling