+79.2%
CIFR vs SYF
+226.1%
-147.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +16.9% | +2.4% | +14.5% | +15.0% |
| 30D | -5.2% | +0.8% | -6.0% | -6.0% |
| 3M | -30.6% | +13.4% | -44.0% | -38.1% |
| 6M | +10.6% | +16.3% | -5.7% | -2.6% |
| YTD | +20.2% | -3.0% | +23.2% | +19.8% |
| 1Y | +139.7% | +5.7% | +134.0% | +122.5% |
| 3Y | +489.4% | +160.1% | +329.3% | +228.4% |
| 5Y | +54.4% | +88.5% | -34.1% | -7.0% |
| All | +79.2% | +226.1% | -147.0% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling