+79.2%
CIFR vs STT
+257.1%
-177.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.0% |
| 7D | +16.9% | +0.5% | +16.5% | +16.8% |
| 30D | -5.2% | +3.9% | -9.0% | -7.8% |
| 3M | -30.6% | +20.0% | -50.5% | -38.9% |
| 6M | +10.6% | +55.3% | -44.7% | -18.8% |
| YTD | +20.2% | +53.3% | -33.1% | -11.3% |
| 1Y | +139.7% | +74.7% | +65.0% | +62.7% |
| 3Y | +489.4% | +205.8% | +283.5% | +204.8% |
| 5Y | +54.4% | +145.0% | -90.6% | -17.2% |
| All | +79.2% | +257.1% | -177.9% | -5.2% |
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 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