-31.2%
CIFR vs BURL
+25.3%
-56.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.2% | -0.2% | +2.4% |
| 7D | -0.7% | +7.7% | -8.4% | -4.3% |
| 30D | -49.6% | -7.1% | -42.5% | -48.5% |
| 3M | -60.4% | -30.3% | -30.1% | -54.9% |
| 6M | -66.9% | -15.5% | -51.3% | -65.7% |
| YTD | -53.9% | -11.0% | -42.9% | -53.1% |
| 1Y | -67.1% | -8.4% | -58.7% | -67.5% |
| 3Y | +118.3% | +96.7% | +21.6% | +63.5% |
| 5Y | -26.9% | -14.1% | -12.8% | -35.2% |
| All | -31.2% | +25.3% | -56.5% | -40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling