-29.5%
CIFR vs BURL
-17.2%
-12.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -1.6% | +19.5% | +18.6% |
| 7D | -10.2% | +4.1% | -14.3% | -12.6% |
| 30D | -55.0% | -9.5% | -45.6% | -53.5% |
| 3M | -64.1% | -33.5% | -30.5% | -57.7% |
| 6M | -70.1% | -22.1% | -48.0% | -67.8% |
| YTD | -55.7% | -14.6% | -41.1% | -54.2% |
| 1Y | -69.9% | -8.4% | -61.5% | -70.5% |
| 3Y | +68.7% | +86.6% | -17.9% | +22.3% |
| All | -29.5% | -17.2% | -12.3% | -34.7% |
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