+83.3%
CIFR vs STLA
-41.2%
+124.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.9% | -6.8% | -8.5% |
| 7D | +11.3% | +0.4% | +11.0% | +11.3% |
| 30D | +3.5% | -5.2% | +8.7% | +4.1% |
| 3M | -26.6% | -24.9% | -1.8% | -22.6% |
| 6M | +18.1% | -25.2% | +43.3% | +26.4% |
| YTD | +14.5% | -51.4% | +65.9% | +28.1% |
| 1Y | +83.3% | -40.7% | +124.0% | +98.9% |
| All | +83.3% | -41.2% | +124.5% | +98.9% |
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