-29.5%
CIFR vs STM
-15.6%
-13.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +4.4% | +13.5% | +14.4% |
| 7D | -10.2% | -10.7% | +0.5% | +0.3% |
| 30D | -55.0% | -25.7% | -29.3% | -41.5% |
| 3M | -64.1% | -21.6% | -42.5% | -55.1% |
| 6M | -70.1% | -27.8% | -42.3% | -61.6% |
| YTD | -55.7% | +61.8% | -117.4% | -69.7% |
| 1Y | -69.9% | +78.1% | -148.0% | -81.1% |
| 3Y | +68.7% | +4.9% | +63.8% | +50.1% |
| All | -29.5% | -15.6% | -13.9% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling