+79.2%
CIFR vs STZ
-21.8%
+101.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | +16.9% | -1.9% | +18.9% | +17.3% |
| 30D | -5.2% | -1.9% | -3.3% | -5.1% |
| 3M | -30.6% | -6.2% | -24.3% | -30.1% |
| 6M | +10.6% | -14.0% | +24.6% | +13.1% |
| YTD | +20.2% | -5.1% | +25.3% | +19.3% |
| 1Y | +139.7% | -9.6% | +149.3% | +140.1% |
| 3Y | +489.4% | -47.2% | +536.6% | +543.7% |
| 5Y | +54.4% | -33.6% | +88.0% | +67.4% |
| All | +79.2% | -21.8% | +101.0% | +92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling