+52.1%
CIFR vs STZ
-36.5%
+88.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.6% | +10.0% | +5.2% |
| 7D | +26.7% | -7.4% | +34.1% | +28.1% |
| 30D | +7.7% | -10.9% | +18.6% | +9.4% |
| 3M | -23.8% | -13.4% | -10.4% | -22.2% |
| 6M | +35.9% | -16.2% | +52.1% | +39.4% |
| YTD | +25.4% | -10.4% | +35.9% | +25.2% |
| 1Y | +139.8% | -14.8% | +154.5% | +142.0% |
| 3Y | +515.0% | -50.1% | +565.1% | +583.9% |
| 5Y | +52.1% | -38.8% | +90.9% | +80.2% |
| All | +52.1% | -36.5% | +88.6% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded STZ 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling