-28.2%
CIFR vs CL
+41.8%
-69.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.1% | +9.0% | +8.8% |
| 7D | +9.4% | -0.8% | +10.2% | +9.0% |
| 30D | -45.3% | +9.5% | -54.8% | -40.5% |
| 3M | -58.7% | +6.8% | -65.5% | -55.4% |
| 6M | -64.9% | +14.3% | -79.2% | -60.0% |
| YTD | -51.8% | +27.0% | -78.8% | -41.8% |
| 1Y | -61.9% | +26.3% | -88.2% | -53.9% |
| 3Y | +138.6% | +39.3% | +99.3% | +200.0% |
| 5Y | -13.0% | +41.5% | -54.5% | +9.9% |
| All | -28.2% | +41.8% | -69.9% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling