+139.8%
CIFR vs STZ
-16.0%
+155.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.6% | +10.0% | +4.0% |
| 7D | +26.7% | -7.4% | +34.1% | +26.2% |
| 30D | +7.7% | -10.9% | +18.6% | +7.2% |
| 3M | -23.8% | -13.4% | -10.4% | -23.4% |
| 6M | +35.9% | -16.2% | +52.1% | +37.5% |
| YTD | +25.4% | -10.4% | +35.9% | +16.8% |
| 1Y | +139.8% | -14.8% | +154.5% | +138.5% |
| All | +139.8% | -16.0% | +155.8% | +138.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling