-29.5%
CIFR vs STLD
+255.4%
-284.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.5% | +17.5% | +17.6% |
| 7D | -10.2% | -11.1% | +0.9% | -2.7% |
| 30D | -55.0% | -4.8% | -50.3% | -53.2% |
| 3M | -64.1% | -14.6% | -49.5% | -60.6% |
| 6M | -70.1% | -7.4% | -62.7% | -69.3% |
| YTD | -55.7% | +32.6% | -88.2% | -63.9% |
| 1Y | -69.9% | +47.3% | -117.2% | -77.0% |
| 3Y | +68.7% | +107.5% | -38.9% | +9.4% |
| All | -29.5% | +255.4% | -284.9% | -66.9% |
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