-71.1%
CIFR vs BURL
-4.6%
-66.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +7.7% | -27.7% | -20.4% |
| 7D | -26.7% | +10.4% | -37.1% | -27.4% |
| 30D | -58.0% | -4.9% | -53.1% | -57.3% |
| 3M | -68.1% | -29.8% | -38.4% | -66.6% |
| 6M | -63.7% | -16.5% | -47.2% | -63.7% |
| YTD | -56.0% | -10.5% | -45.4% | -54.6% |
| 1Y | -71.1% | -5.3% | -65.8% | -69.7% |
| All | -71.1% | -4.6% | -66.6% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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