-29.5%
CIFR vs STRL
+779.4%
-808.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +3.5% | +14.5% | +15.5% |
| 7D | -10.2% | -26.9% | +16.7% | +13.4% |
| 30D | -55.0% | -52.7% | -2.4% | -23.0% |
| 3M | -64.1% | -52.8% | -11.2% | -38.0% |
| 6M | -70.1% | -71.5% | +1.3% | -28.6% |
| YTD | -55.7% | -17.4% | -38.2% | -48.6% |
| 1Y | -69.9% | -35.0% | -34.9% | -59.5% |
| 3Y | +68.7% | +239.2% | -170.5% | -11.2% |
| All | -29.5% | +779.4% | -808.8% | -82.3% |
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