-58.9%
CIFR vs CL
+26.2%
-85.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.4% |
| 7D | +28.8% | -0.8% | +29.6% | +27.7% |
| 30D | -36.9% | +9.5% | -46.4% | -25.5% |
| 3M | -60.0% | +6.6% | -66.6% | -53.7% |
| 6M | -64.4% | +13.2% | -77.6% | -55.8% |
| YTD | -51.6% | +26.9% | -78.4% | -30.3% |
| 1Y | -58.9% | +27.6% | -86.5% | -38.9% |
| All | -58.9% | +26.2% | -85.1% | -38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling