-21.0%
CIFR vs STRL
+906.9%
-927.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -1.9% |
| 7D | +4.8% | +15.7% | -10.8% | -5.9% |
| 30D | -31.0% | -35.5% | +4.5% | -5.4% |
| 3M | -58.7% | -47.1% | -11.6% | -34.7% |
| 6M | -67.7% | -65.8% | -1.9% | -32.1% |
| YTD | -53.5% | -4.5% | -49.0% | -51.7% |
| 1Y | -54.1% | -10.5% | -43.6% | -50.5% |
| 3Y | +138.2% | +340.6% | -202.4% | +7.6% |
| All | -21.0% | +906.9% | -927.8% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling