-31.2%
CIFR vs STT
+215.7%
-247.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.2% | +0.8% | +1.6% |
| 7D | -0.7% | +0.9% | -1.7% | -1.3% |
| 30D | -49.6% | -2.3% | -47.3% | -48.3% |
| 3M | -60.4% | -7.0% | -53.4% | -57.8% |
| 6M | -66.9% | +15.5% | -82.3% | -69.7% |
| YTD | -53.9% | +35.6% | -89.5% | -62.4% |
| 1Y | -67.1% | +47.9% | -114.9% | -74.7% |
| 3Y | +118.3% | +181.1% | -62.8% | +22.5% |
| 5Y | -26.9% | +108.2% | -135.0% | -56.6% |
| All | -31.2% | +215.7% | -247.0% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling