-31.2%
CIFR vs STLA
-44.0%
+12.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.3% | +4.2% |
| 7D | -0.7% | -6.4% | +5.6% | +1.7% |
| 30D | -49.6% | -1.3% | -48.3% | -49.8% |
| 3M | -60.4% | -19.9% | -40.4% | -56.9% |
| 6M | -66.9% | -42.9% | -24.0% | -57.4% |
| YTD | -53.9% | -59.4% | +5.6% | -31.8% |
| 1Y | -67.1% | -56.8% | -10.2% | -53.8% |
| 3Y | +118.3% | -73.1% | +191.3% | +307.0% |
| 5Y | -26.9% | -70.1% | +43.2% | +17.2% |
| All | -31.2% | -44.0% | +12.7% | +4.2% |
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