+87.0%
CIFR vs STM
+57.0%
+29.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.9% | +4.7% |
| 7D | +26.7% | +5.2% | +21.5% | +22.5% |
| 30D | +7.7% | -7.4% | +15.1% | +14.4% |
| 3M | -23.8% | -30.6% | +6.8% | -3.8% |
| 6M | +35.9% | +66.4% | -30.5% | -6.0% |
| YTD | +25.4% | +101.1% | -75.7% | -23.9% |
| 1Y | +139.8% | +97.4% | +42.4% | +44.4% |
| 3Y | +515.0% | +21.1% | +493.8% | +391.9% |
| 5Y | +52.1% | +22.5% | +29.6% | +18.7% |
| All | +87.0% | +57.0% | +29.9% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded STM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling