-71.1%
CIFR vs STRL
-30.1%
-41.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -21.5% | +1.5% | -3.2% |
| 7D | -26.7% | -27.1% | +0.3% | -5.4% |
| 30D | -58.0% | -45.8% | -12.2% | -32.0% |
| 3M | -68.1% | -47.6% | -20.5% | -46.7% |
| 6M | -63.7% | -46.4% | -17.2% | -43.0% |
| YTD | -56.0% | -7.4% | -48.6% | -58.0% |
| 1Y | -71.1% | -25.9% | -45.3% | -66.0% |
| All | -71.1% | -30.1% | -41.0% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling