-28.2%
CIFR vs STLD
+715.3%
-743.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.2% | +7.7% | +8.3% |
| 7D | +9.4% | -0.5% | +9.9% | +10.1% |
| 30D | -45.3% | -0.1% | -45.2% | -44.9% |
| 3M | -58.7% | -9.2% | -49.5% | -56.7% |
| 6M | -64.9% | +1.8% | -66.7% | -65.8% |
| YTD | -51.8% | +42.1% | -94.0% | -60.4% |
| 1Y | -61.9% | +58.5% | -120.4% | -70.4% |
| 3Y | +138.6% | +128.2% | +10.4% | +64.0% |
| 5Y | -13.0% | +288.2% | -301.2% | -48.3% |
| All | -28.2% | +715.3% | -743.5% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling