-31.2%
CIFR vs CL
+41.7%
-72.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +5.1% |
| 7D | -0.7% | +0.5% | -1.3% | +0.7% |
| 30D | -49.6% | +11.6% | -61.2% | -44.5% |
| 3M | -60.4% | +5.6% | -66.0% | -57.5% |
| 6M | -66.9% | +13.2% | -80.0% | -62.3% |
| YTD | -53.9% | +26.9% | -80.8% | -44.3% |
| 1Y | -67.1% | +27.3% | -94.4% | -60.0% |
| 3Y | +118.3% | +39.7% | +78.6% | +174.7% |
| 5Y | -26.9% | +41.3% | -68.2% | -7.7% |
| All | -31.2% | +41.7% | -72.9% | -13.5% |
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