+119.1%
CIFR vs CL
+39.6%
+79.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -3.9% |
| 7D | -19.6% | +2.6% | -22.2% | -16.5% |
| 30D | -51.7% | +11.8% | -63.5% | -44.6% |
| 3M | -60.0% | +5.9% | -65.9% | -55.9% |
| 6M | -68.2% | +13.3% | -81.5% | -62.2% |
| YTD | -55.8% | +27.1% | -82.9% | -42.7% |
| 1Y | -66.8% | +28.0% | -94.8% | -56.5% |
| 3Y | +119.1% | +39.4% | +79.7% | +127.9% |
| All | +119.1% | +39.6% | +79.5% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling