-29.5%
CIFR vs STLA
-70.1%
+40.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.2% | +18.2% | +18.0% |
| 7D | -10.2% | -4.5% | -5.7% | -8.8% |
| 30D | -55.0% | -3.9% | -51.1% | -54.6% |
| 3M | -64.1% | -20.2% | -43.9% | -60.6% |
| 6M | -70.1% | -42.2% | -28.0% | -61.1% |
| YTD | -55.7% | -59.3% | +3.7% | -32.2% |
| 1Y | -69.9% | -56.1% | -13.8% | -57.0% |
| 3Y | +68.7% | -73.7% | +142.3% | +243.4% |
| All | -29.5% | -70.1% | +40.6% | +1.8% |
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