+109.8%
CIFR vs STZ
-37.0%
+146.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.8% | +19.7% | +17.8% |
| 7D | -10.2% | +4.9% | -15.1% | -9.9% |
| 30D | -55.0% | +20.9% | -75.9% | -55.1% |
| 3M | -64.1% | +8.0% | -72.0% | -63.8% |
| 6M | -70.1% | -5.3% | -64.8% | -69.1% |
| YTD | -55.7% | +5.9% | -61.6% | -56.1% |
| 1Y | -69.9% | +14.2% | -84.1% | -70.7% |
| All | +109.8% | -37.0% | +146.8% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling