-33.9%
CIFR vs STT
+204.3%
-238.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.2% | +17.7% | +17.8% |
| 7D | -10.2% | -2.5% | -7.7% | -8.4% |
| 30D | -55.0% | -5.0% | -50.1% | -52.9% |
| 3M | -64.1% | -10.5% | -53.6% | -60.6% |
| 6M | -70.1% | +10.0% | -80.1% | -71.6% |
| YTD | -55.7% | +30.7% | -86.3% | -62.8% |
| 1Y | -69.9% | +43.8% | -113.6% | -76.4% |
| 3Y | +68.7% | +168.1% | -99.4% | -2.2% |
| 5Y | -26.2% | +101.4% | -127.6% | -55.0% |
| All | -33.9% | +204.3% | -238.2% | -60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling