+487.4%
CIFR vs BURL
+63.9%
+423.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +0.8% |
| 7D | +16.9% | -2.8% | +19.7% | +18.4% |
| 30D | -5.2% | -28.2% | +23.0% | +11.4% |
| 3M | -30.6% | -17.6% | -13.0% | -25.2% |
| 6M | +10.6% | -11.8% | +22.4% | +14.4% |
| YTD | +20.2% | -8.1% | +28.3% | +21.1% |
| 1Y | +139.7% | -12.0% | +151.7% | +141.4% |
| All | +487.4% | +63.9% | +423.5% | +245.0% |
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