-70.1%
CIFR vs STM
-26.6%
-43.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +4.4% | +13.5% | +14.0% |
| 7D | -10.2% | -10.7% | +0.5% | +1.1% |
| 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% | -61.2% |
| All | -70.1% | -26.6% | -43.6% | -61.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling