-58.9%
CIFR vs STLA
-64.2%
+5.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.1% | +6.6% | +0.5% |
| 7D | +28.8% | -13.1% | +41.9% | +28.9% |
| 30D | -36.9% | -13.3% | -23.7% | -37.1% |
| 3M | -60.0% | -27.9% | -32.1% | -59.9% |
| 6M | -64.4% | -47.8% | -16.5% | -62.7% |
| YTD | -51.6% | -64.6% | +13.0% | -50.8% |
| 1Y | -58.9% | -64.0% | +5.1% | -58.7% |
| All | -58.9% | -64.2% | +5.3% | -58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling