-30.7%
CIFR vs SRE
+49.1%
-79.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.6% |
| 7D | +4.8% | +1.8% | +3.1% | +3.5% |
| 30D | -31.0% | -3.0% | -28.0% | -29.3% |
| 3M | -58.7% | -7.3% | -51.5% | -56.4% |
| 6M | -67.7% | -11.9% | -55.8% | -64.6% |
| YTD | -53.5% | -7.9% | -45.7% | -50.8% |
| 1Y | -54.1% | -11.1% | -42.9% | -50.0% |
| 3Y | +138.2% | +24.8% | +113.4% | +116.0% |
| 5Y | -18.5% | +52.4% | -70.9% | -27.8% |
| All | -30.7% | +49.1% | -79.8% | -38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling