-77.5%
CIFR vs BURL
-5.1%
-72.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -2.9% | -11.7% | -14.4% |
| 7D | -31.5% | +3.5% | -35.0% | -31.5% |
| 30D | -64.2% | -9.3% | -54.9% | -63.4% |
| 3M | -70.3% | -32.1% | -38.2% | -68.8% |
| 6M | -74.9% | -19.8% | -55.1% | -74.8% |
| YTD | -62.4% | -13.2% | -49.2% | -61.2% |
| 1Y | -77.5% | -7.8% | -69.7% | -76.2% |
| All | -77.5% | -5.1% | -72.4% | -76.2% |
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