-34.0%
CIFR vs SYF
+193.9%
-228.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -2.5% |
| 7D | -19.6% | -4.2% | -15.4% | -16.8% |
| 30D | -51.7% | -1.1% | -50.6% | -51.4% |
| 3M | -60.0% | -7.9% | -52.1% | -57.7% |
| 6M | -68.2% | -1.1% | -67.1% | -68.7% |
| YTD | -55.8% | -12.6% | -43.2% | -52.4% |
| 1Y | -66.8% | -2.4% | -64.4% | -67.4% |
| 3Y | +119.1% | +156.6% | -37.5% | +25.9% |
| 5Y | -25.3% | +61.9% | -87.2% | -51.2% |
| All | -34.0% | +193.9% | -228.0% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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