+365.4%
STX vs CIFR
+122.3%
+243.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.2% | +5.8% |
| 7D | +2.4% | +16.9% | -14.6% | -1.9% |
| 30D | +1.4% | -5.2% | +6.6% | +2.0% |
| 3M | -8.2% | -30.6% | +22.3% | -2.8% |
| 6M | +127.0% | +10.6% | +116.4% | +117.4% |
| YTD | +209.1% | +20.2% | +189.0% | +188.8% |
| 1Y | +365.4% | +139.7% | +225.7% | +322.2% |
| All | +365.4% | +122.3% | +243.1% | +322.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 1y: compounded portfolio wealth divided by compounded CIFR 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…
1y analysis · Full analysis span regression · 6 months rolling