+61.0%
CIFR vs SYK
+29.0%
+32.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.0% | -3.7% | -4.7% |
| 7D | -8.2% | -12.3% | +4.1% | -2.3% |
| 30D | -7.4% | -22.4% | +15.1% | +4.8% |
| 3M | -24.2% | -12.3% | -11.8% | -22.3% |
| 6M | +14.2% | -24.3% | +38.5% | +28.5% |
| YTD | +8.0% | -22.8% | +30.8% | +18.0% |
| 1Y | +55.5% | -28.8% | +84.3% | +79.4% |
| 3Y | +429.6% | -4.0% | +433.5% | +390.1% |
| 5Y | +20.8% | +3.8% | +16.9% | -2.0% |
| All | +61.0% | +29.0% | +32.0% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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