-29.5%
CIFR vs CL
+39.7%
-69.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -2.2% | +20.1% | +16.1% |
| 7D | -10.2% | +1.3% | -11.6% | -8.2% |
| 30D | -55.0% | +11.4% | -66.4% | -50.1% |
| 3M | -64.1% | +4.4% | -68.5% | -61.6% |
| 6M | -70.1% | +10.8% | -80.9% | -66.1% |
| YTD | -55.7% | +25.1% | -80.8% | -46.1% |
| 1Y | -69.9% | +28.0% | -97.8% | -62.7% |
| 3Y | +68.7% | +37.6% | +31.1% | +115.1% |
| All | -29.5% | +39.7% | -69.2% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling