+487.4%
CIFR vs STRL
+484.5%
+2.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.6% | -2.0% |
| 7D | +16.9% | +3.4% | +13.5% | +14.2% |
| 30D | -5.2% | -9.2% | +4.1% | +2.0% |
| 3M | -30.6% | -51.0% | +20.5% | +15.2% |
| 6M | +10.6% | +15.8% | -5.2% | -5.8% |
| YTD | +20.2% | +58.9% | -38.7% | -18.1% |
| 1Y | +139.7% | +68.5% | +71.2% | +60.6% |
| All | +487.4% | +484.5% | +2.9% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling