+61.0%
CIFR vs SYY
+46.7%
+14.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.6% | -5.9% |
| 7D | -8.2% | +1.5% | -9.7% | -8.6% |
| 30D | -7.4% | -2.3% | -5.1% | -7.0% |
| 3M | -24.2% | +5.5% | -29.7% | -25.8% |
| 6M | +14.2% | -1.0% | +15.1% | +13.6% |
| YTD | +8.0% | +14.1% | -6.1% | +4.5% |
| 1Y | +55.5% | +5.6% | +50.0% | +52.7% |
| 3Y | +429.6% | +27.9% | +401.7% | +397.8% |
| 5Y | +20.8% | +22.7% | -2.0% | +15.2% |
| All | +61.0% | +46.7% | +14.3% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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