-64.9%
CIFR vs CL
+13.4%
-78.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.1% | +9.0% | +8.6% |
| 7D | +9.4% | -0.8% | +10.2% | +7.7% |
| 30D | -45.3% | +9.5% | -54.8% | -25.8% |
| 3M | -58.7% | +6.8% | -65.5% | -47.5% |
| 6M | -64.9% | +14.3% | -79.2% | -47.7% |
| All | -64.9% | +13.4% | -78.4% | -47.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling