+138.2%
CIFR vs SSNC
+58.0%
+80.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.2% |
| 7D | +4.8% | +2.3% | +2.5% | +3.3% |
| 30D | -31.0% | -3.1% | -27.9% | -29.9% |
| 3M | -58.7% | -2.7% | -56.0% | -58.4% |
| 6M | -67.7% | +23.7% | -91.4% | -75.3% |
| YTD | -53.5% | -8.0% | -45.5% | -49.0% |
| 1Y | -54.1% | -4.7% | -49.4% | -52.3% |
| 3Y | +138.2% | +58.0% | +80.2% | +8.0% |
| All | +138.2% | +58.0% | +80.2% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling