-21.0%
CIFR vs STT
+104.1%
-125.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -3.9% | -3.9% |
| 7D | +4.8% | +4.8% | 0.0% | +0.4% |
| 30D | -31.0% | +3.9% | -34.9% | -33.0% |
| 3M | -58.7% | -8.2% | -50.6% | -54.9% |
| 6M | -67.7% | +15.6% | -83.3% | -71.2% |
| YTD | -53.5% | +37.6% | -91.2% | -64.6% |
| 1Y | -54.1% | +50.1% | -104.2% | -67.6% |
| 3Y | +138.2% | +183.1% | -44.9% | +11.9% |
| All | -21.0% | +104.1% | -125.1% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling