-71.1%
CIFR vs STT
+53.6%
-124.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +2.2% | -22.1% | -22.6% |
| 7D | -26.7% | -0.1% | -26.6% | -26.9% |
| 30D | -58.0% | -1.7% | -56.3% | -57.0% |
| 3M | -68.1% | -6.4% | -61.7% | -65.4% |
| 6M | -63.7% | +17.7% | -81.4% | -68.5% |
| YTD | -56.0% | +36.9% | -92.8% | -69.0% |
| 1Y | -71.1% | +52.0% | -123.2% | -83.2% |
| All | -71.1% | +53.6% | -124.7% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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