+79.2%
CIFR vs SYY
+42.6%
+36.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.5% |
| 7D | +16.9% | -2.3% | +19.2% | +17.6% |
| 30D | -5.2% | -4.9% | -0.2% | -4.0% |
| 3M | -30.6% | +8.4% | -38.9% | -32.8% |
| 6M | +10.6% | -7.4% | +17.9% | +12.0% |
| YTD | +20.2% | +11.0% | +9.2% | +17.2% |
| 1Y | +139.7% | -0.2% | +140.0% | +138.5% |
| 3Y | +489.4% | +23.8% | +465.6% | +458.6% |
| 5Y | +54.4% | +18.1% | +36.3% | +48.4% |
| All | +79.2% | +42.6% | +36.5% | +72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling