+70.7%
CIFR vs SYK
+31.6%
+39.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.4% | -8.3% | -8.5% |
| 7D | +11.3% | -11.8% | +23.1% | +18.0% |
| 30D | +3.5% | -20.4% | +23.9% | +15.4% |
| 3M | -26.6% | -12.1% | -14.6% | -24.8% |
| 6M | +18.1% | -24.3% | +42.4% | +33.4% |
| YTD | +14.5% | -21.2% | +35.7% | +23.8% |
| 1Y | +83.3% | -29.2% | +112.5% | +112.8% |
| 3Y | +461.5% | -2.1% | +463.5% | +414.2% |
| 5Y | +29.3% | +4.7% | +24.6% | +3.9% |
| All | +70.7% | +31.6% | +39.1% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling