-13.0%
CIFR vs SSNC
+7.5%
-20.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.8% | +8.1% | +8.2% |
| 7D | +9.4% | -0.2% | +9.5% | +9.7% |
| 30D | -45.3% | -1.9% | -43.4% | -44.8% |
| 3M | -58.7% | -0.2% | -58.5% | -59.4% |
| 6M | -64.9% | +19.4% | -84.3% | -73.1% |
| YTD | -51.8% | -8.1% | -43.7% | -50.9% |
| 1Y | -61.9% | -5.3% | -56.6% | -62.6% |
| 3Y | +138.6% | +56.9% | +81.7% | +33.4% |
| 5Y | -13.0% | +8.0% | -21.0% | -31.8% |
| All | -13.0% | +7.5% | -20.5% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling