+487.4%
CIFR vs STM
+16.2%
+471.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.3% | +0.8% |
| 7D | +16.9% | +5.8% | +11.1% | +12.6% |
| 30D | -5.2% | -1.0% | -4.2% | -4.2% |
| 3M | -30.6% | -33.3% | +2.7% | -9.3% |
| 6M | +10.6% | +57.4% | -46.8% | -21.7% |
| YTD | +20.2% | +102.2% | -82.0% | -28.6% |
| 1Y | +139.7% | +99.6% | +40.1% | +40.5% |
| All | +487.4% | +16.2% | +471.2% | +350.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling