+51.0%
CIFR vs STLD
+292.4%
-241.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +3.1% |
| 7D | +16.9% | +3.1% | +13.8% | +14.6% |
| 30D | -5.2% | -9.0% | +3.8% | -0.5% |
| 3M | -30.6% | -12.4% | -18.2% | -26.4% |
| 6M | +10.6% | +25.5% | -14.9% | -5.8% |
| YTD | +20.2% | +43.6% | -23.4% | -6.6% |
| 1Y | +139.7% | +87.2% | +52.5% | +58.1% |
| 3Y | +489.4% | +135.2% | +354.1% | +259.7% |
| All | +51.0% | +292.4% | -241.4% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling