+79.2%
CIFR vs STLA
-29.5%
+108.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.9% | +1.5% |
| 7D | +16.9% | +2.6% | +14.4% | +15.7% |
| 30D | -5.2% | -1.2% | -3.9% | -5.2% |
| 3M | -30.6% | -24.8% | -5.8% | -21.0% |
| 6M | +10.6% | -25.6% | +36.2% | +27.2% |
| YTD | +20.2% | -48.9% | +69.1% | +61.7% |
| 1Y | +139.7% | -38.8% | +178.5% | +181.4% |
| 3Y | +489.4% | -64.5% | +553.9% | +875.9% |
| 5Y | +54.4% | -62.4% | +116.8% | +124.9% |
| All | +79.2% | -29.5% | +108.7% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling