+118.3%
CIFR vs SYF
+161.4%
-43.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.8% | +4.8% |
| 7D | -0.7% | -4.7% | +4.0% | +4.4% |
| 30D | -49.6% | +0.6% | -50.2% | -50.2% |
| 3M | -60.4% | -6.8% | -53.5% | -57.6% |
| 6M | -66.9% | +0.5% | -67.4% | -68.4% |
| YTD | -53.9% | -11.1% | -42.7% | -50.3% |
| 1Y | -67.1% | +1.3% | -68.4% | -70.3% |
| 3Y | +118.3% | +164.6% | -46.4% | -35.1% |
| All | +118.3% | +161.4% | -43.1% | -35.1% |
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