-69.9%
CIFR vs STM
+75.4%
-145.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +4.4% | +13.5% | +14.1% |
| 7D | -10.2% | -10.7% | +0.5% | +0.8% |
| 30D | -55.0% | -25.7% | -29.3% | -41.3% |
| 3M | -64.1% | -21.6% | -42.5% | -54.8% |
| 6M | -70.1% | -27.8% | -42.3% | -62.2% |
| YTD | -55.7% | +61.8% | -117.4% | -67.1% |
| 1Y | -69.9% | +78.1% | -148.0% | -78.1% |
| All | -69.9% | +75.4% | -145.3% | -78.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling