-33.9%
CIFR vs STM
+26.3%
-60.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +4.4% | +13.5% | +14.7% |
| 7D | -10.2% | -10.7% | +0.5% | -0.7% |
| 30D | -55.0% | -25.7% | -29.3% | -42.9% |
| 3M | -64.1% | -21.6% | -42.5% | -55.9% |
| 6M | -70.1% | -27.8% | -42.3% | -62.1% |
| YTD | -55.7% | +61.8% | -117.4% | -67.6% |
| 1Y | -69.9% | +78.1% | -148.0% | -79.6% |
| 3Y | +68.7% | +4.9% | +63.8% | +54.3% |
| 5Y | -26.2% | -14.3% | -12.0% | -29.1% |
| All | -33.9% | +26.3% | -60.2% | -40.5% |
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