-34.0%
CIFR vs STZ
-10.5%
-23.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -19.6% | +5.3% | -24.9% | -19.7% |
| 30D | -51.7% | +19.6% | -71.3% | -52.4% |
| 3M | -60.0% | +10.0% | -70.0% | -60.3% |
| 6M | -68.2% | -0.3% | -68.0% | -67.9% |
| YTD | -55.8% | +8.6% | -64.3% | -56.5% |
| 1Y | -66.8% | +16.6% | -83.4% | -67.9% |
| 3Y | +119.1% | -34.8% | +153.9% | +134.7% |
| 5Y | -25.3% | -27.8% | +2.6% | -19.4% |
| All | -34.0% | -10.5% | -23.5% | -29.9% |
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