+139.8%
CIFR vs STRL
+73.8%
+66.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.2% | +1.1% | +1.9% |
| 7D | +26.7% | +10.1% | +16.6% | +17.8% |
| 30D | +7.7% | -8.2% | +15.9% | +15.5% |
| 3M | -23.8% | -43.7% | +19.9% | +15.8% |
| 6M | +35.9% | +27.1% | +8.8% | -0.3% |
| YTD | +25.4% | +64.0% | -38.6% | -28.1% |
| 1Y | +139.8% | +75.2% | +64.6% | +59.7% |
| All | +139.8% | +73.8% | +66.0% | +59.7% |
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