-30.7%
CIFR vs CL
+44.2%
-74.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -2.7% |
| 7D | +4.8% | +3.2% | +1.6% | +7.4% |
| 30D | -31.0% | +8.0% | -39.0% | -25.6% |
| 3M | -58.7% | +7.9% | -66.6% | -55.1% |
| 6M | -67.7% | +14.7% | -82.4% | -62.8% |
| YTD | -53.5% | +29.2% | -82.7% | -43.1% |
| 1Y | -54.1% | +29.5% | -83.6% | -43.5% |
| 3Y | +138.2% | +40.7% | +97.5% | +202.8% |
| 5Y | -18.5% | +43.9% | -62.4% | +4.3% |
| All | -30.7% | +44.2% | -74.9% | -11.7% |
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