-43.9%
CIFR vs STLD
+657.0%
-700.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -7.6% | -7.0% | -10.7% |
| 7D | -31.5% | -12.5% | -19.0% | -26.2% |
| 30D | -64.2% | -6.8% | -57.4% | -62.6% |
| 3M | -70.3% | -16.4% | -54.0% | -67.6% |
| 6M | -74.9% | -6.1% | -68.8% | -74.4% |
| YTD | -62.4% | +32.0% | -94.4% | -67.9% |
| 1Y | -77.5% | +45.5% | -123.1% | -81.7% |
| 3Y | +35.4% | +106.5% | -71.1% | -2.6% |
| 5Y | -37.4% | +267.2% | -304.6% | -61.4% |
| All | -43.9% | +657.0% | -700.9% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling