-28.2%
CIFR vs SSNC
+33.2%
-61.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.8% | +8.1% | +8.3% |
| 7D | +9.4% | -0.2% | +9.5% | +9.6% |
| 30D | -45.3% | -1.9% | -43.4% | -44.9% |
| 3M | -58.7% | -0.2% | -58.5% | -59.3% |
| 6M | -64.9% | +19.4% | -84.3% | -72.3% |
| YTD | -51.8% | -8.1% | -43.7% | -51.1% |
| 1Y | -61.9% | -5.3% | -56.6% | -62.5% |
| 3Y | +138.6% | +56.9% | +81.7% | +49.0% |
| 5Y | -13.0% | +8.0% | -21.0% | -31.8% |
| All | -28.2% | +33.2% | -61.3% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling