-13.0%
CIFR vs CL
+40.0%
-53.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.1% | +9.0% | +8.8% |
| 7D | +9.4% | -0.8% | +10.2% | +8.9% |
| 30D | -45.3% | +9.5% | -54.8% | -40.0% |
| 3M | -58.7% | +6.8% | -65.5% | -55.1% |
| 6M | -64.9% | +14.3% | -79.2% | -59.5% |
| YTD | -51.8% | +26.3% | -78.1% | -40.9% |
| 1Y | -61.9% | +25.6% | -87.5% | -53.2% |
| 3Y | +138.6% | +38.5% | +100.1% | +206.8% |
| 5Y | -13.0% | +40.7% | -53.7% | +10.9% |
| All | -13.0% | +40.0% | -53.0% | +10.9% |
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 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