-37.4%
CIFR vs BURL
-15.9%
-21.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -2.9% | -11.7% | -13.3% |
| 7D | -31.5% | +3.5% | -35.0% | -32.9% |
| 30D | -64.2% | -9.3% | -54.9% | -62.9% |
| 3M | -70.3% | -32.1% | -38.2% | -65.4% |
| 6M | -74.9% | -19.8% | -55.1% | -73.2% |
| YTD | -62.4% | -13.2% | -49.2% | -61.4% |
| 1Y | -77.5% | -7.8% | -69.7% | -78.0% |
| 3Y | +35.4% | +89.3% | -54.0% | -2.2% |
| 5Y | -37.4% | -15.8% | -21.6% | -42.7% |
| All | -37.4% | -15.9% | -21.6% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling