+67.5%
CIFR vs BURL
+95.5%
-28.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +7.7% | -27.7% | -23.3% |
| 7D | -26.7% | +10.4% | -37.1% | -30.7% |
| 30D | -58.0% | -4.9% | -53.1% | -57.3% |
| 3M | -68.1% | -29.8% | -38.4% | -62.9% |
| 6M | -63.7% | -16.5% | -47.2% | -62.0% |
| YTD | -56.0% | -10.5% | -45.4% | -55.6% |
| 1Y | -71.1% | -5.3% | -65.8% | -72.5% |
| All | +67.5% | +95.5% | -28.0% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling