+79.2%
CIFR vs STM
+57.8%
+21.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.3% | +0.8% |
| 7D | +16.9% | +5.8% | +11.1% | +12.7% |
| 30D | -5.2% | -1.0% | -4.2% | -4.2% |
| 3M | -30.6% | -33.3% | +2.7% | -9.6% |
| 6M | +10.6% | +57.4% | -46.8% | -20.4% |
| YTD | +20.2% | +102.2% | -82.0% | -27.3% |
| 1Y | +139.7% | +99.6% | +40.1% | +43.3% |
| 3Y | +489.4% | +14.5% | +474.9% | +388.4% |
| 5Y | +54.4% | +21.4% | +33.0% | +20.2% |
| All | +79.2% | +57.8% | +21.4% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling