+52.1%
CIFR vs STLA
-62.5%
+114.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.1% | +7.4% | +6.0% |
| 7D | +26.7% | +0.7% | +25.9% | +26.3% |
| 30D | +7.7% | -2.4% | +10.1% | +8.2% |
| 3M | -23.8% | -23.9% | +0.1% | -13.1% |
| 6M | +35.9% | -24.6% | +60.5% | +56.7% |
| YTD | +25.4% | -50.5% | +75.9% | +76.8% |
| 1Y | +139.8% | -39.8% | +179.6% | +186.2% |
| 3Y | +515.0% | -65.6% | +580.6% | +998.2% |
| 5Y | +52.1% | -62.1% | +114.2% | +135.9% |
| All | +52.1% | -62.5% | +114.6% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling