-43.9%
CIFR vs BURL
+22.2%
-66.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -2.9% | -11.7% | -13.5% |
| 7D | -31.5% | +3.5% | -35.0% | -32.8% |
| 30D | -64.2% | -9.3% | -54.9% | -63.1% |
| 3M | -70.3% | -32.1% | -38.2% | -65.9% |
| 6M | -74.9% | -19.8% | -55.1% | -73.4% |
| YTD | -62.4% | -13.2% | -49.2% | -61.4% |
| 1Y | -77.5% | -7.8% | -69.7% | -77.9% |
| 3Y | +35.4% | +89.3% | -54.0% | +3.0% |
| 5Y | -37.4% | -15.8% | -21.6% | -44.0% |
| All | -43.9% | +22.2% | -66.2% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling