+487.4%
STX vs CIFR
-28.2%
+515.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.0% | +5.7% | +9.3% |
| 7D | -14.8% | -0.7% | -14.0% | -14.9% |
| 30D | -35.4% | -49.6% | +14.3% | -30.6% |
| 3M | -37.7% | -60.4% | +22.7% | -31.7% |
| 6M | -35.2% | -66.9% | +31.6% | -28.1% |
| YTD | +84.4% | -53.9% | +138.3% | +97.4% |
| 1Y | +82.3% | -67.1% | +149.3% | +99.2% |
| 3Y | +646.2% | +118.3% | +528.0% | +569.3% |
| 5Y | +487.4% | -26.9% | +514.3% | +408.4% |
| All | +487.4% | -28.2% | +515.7% | +408.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling