+61.0%
CIFR vs SRE
+56.1%
+4.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.2% | -4.5% | -4.8% |
| 7D | -8.2% | -0.7% | -7.6% | -7.7% |
| 30D | -7.4% | -1.7% | -5.6% | -6.3% |
| 3M | -24.2% | -7.1% | -17.1% | -19.9% |
| 6M | +14.2% | -8.4% | +22.6% | +21.0% |
| YTD | +8.0% | -3.5% | +11.5% | +10.3% |
| 1Y | +55.5% | +5.4% | +50.1% | +50.4% |
| 3Y | +429.6% | +29.5% | +400.0% | +366.7% |
| 5Y | +20.8% | +48.3% | -27.6% | +5.0% |
| All | +61.0% | +56.1% | +4.9% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SRE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling