-28.2%
CIFR vs STLA
-47.9%
+19.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -3.5% | +12.4% | +10.5% |
| 7D | +9.4% | -11.6% | +21.0% | +16.1% |
| 30D | -45.3% | -6.2% | -39.1% | -44.3% |
| 3M | -58.7% | -24.6% | -34.1% | -53.8% |
| 6M | -64.9% | -44.9% | -20.0% | -54.3% |
| YTD | -51.8% | -62.3% | +10.4% | -26.4% |
| 1Y | -61.9% | -61.8% | -0.1% | -42.8% |
| 3Y | +138.6% | -75.3% | +213.9% | +364.3% |
| 5Y | -13.0% | -72.5% | +59.5% | +44.5% |
| All | -28.2% | -47.9% | +19.7% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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