+70.7%
CIFR vs STZ
-25.9%
+96.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.5% | -9.2% | -8.8% |
| 7D | +11.3% | -6.0% | +17.4% | +12.2% |
| 30D | +3.5% | -8.9% | +12.4% | +4.6% |
| 3M | -26.6% | -12.6% | -14.1% | -25.4% |
| 6M | +18.1% | -17.2% | +35.3% | +21.2% |
| YTD | +14.5% | -10.0% | +24.5% | +14.4% |
| 1Y | +83.3% | -14.3% | +97.6% | +84.9% |
| 3Y | +461.5% | -49.9% | +511.4% | +517.3% |
| 5Y | +29.3% | -38.2% | +67.5% | +41.4% |
| All | +70.7% | -25.9% | +96.6% | +84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling