+70.7%
CIFR vs SSNC
+33.0%
+37.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.4% | -7.3% | -7.6% |
| 7D | +11.3% | -3.9% | +15.2% | +15.0% |
| 30D | +3.5% | -0.2% | +3.7% | +3.1% |
| 3M | -26.6% | +15.9% | -42.6% | -38.7% |
| 6M | +18.1% | +7.5% | +10.6% | +4.6% |
| YTD | +14.5% | -8.2% | +22.7% | +17.7% |
| 1Y | +83.3% | -9.3% | +92.6% | +91.6% |
| 3Y | +461.5% | +48.5% | +413.0% | +273.2% |
| 5Y | +29.3% | +16.0% | +13.3% | +0.5% |
| All | +70.7% | +33.0% | +37.7% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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