+515.0%
CIFR vs SYF
+170.1%
+344.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +6.0% | +6.2% |
| 7D | +26.7% | +2.6% | +24.1% | +23.3% |
| 30D | +7.7% | 0.0% | +7.7% | +7.2% |
| 3M | -23.8% | +11.9% | -35.7% | -34.9% |
| 6M | +35.9% | +18.9% | +17.0% | +8.6% |
| YTD | +25.4% | -4.6% | +30.0% | +25.8% |
| 1Y | +139.8% | +6.4% | +133.4% | +107.8% |
| 3Y | +515.0% | +167.2% | +347.8% | +100.2% |
| All | +515.0% | +170.1% | +344.8% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling