+515.0%
CIFR vs SSNC
+51.8%
+463.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.8% | +8.2% | +7.2% |
| 7D | +26.7% | -1.8% | +28.5% | +28.4% |
| 30D | +7.7% | +1.9% | +5.8% | +5.5% |
| 3M | -23.8% | +18.4% | -42.2% | -37.3% |
| 6M | +35.9% | +7.0% | +28.9% | +24.2% |
| YTD | +25.4% | -6.9% | +32.3% | +36.6% |
| 1Y | +139.8% | -8.2% | +147.9% | +166.9% |
| 3Y | +515.0% | +50.5% | +464.4% | +192.4% |
| All | +515.0% | +51.8% | +463.1% | +192.4% |
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