+61.0%
CIFR vs CLBK
+110.1%
-49.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.5% | -6.2% | -6.0% |
| 7D | -8.2% | -1.4% | -6.9% | -7.4% |
| 30D | -7.4% | +4.5% | -11.9% | -9.8% |
| 3M | -24.2% | +22.8% | -47.0% | -33.3% |
| 6M | +14.2% | +43.4% | -29.3% | -8.4% |
| YTD | +8.0% | +64.1% | -56.1% | -21.0% |
| 1Y | +55.5% | +67.6% | -12.1% | +11.7% |
| 3Y | +429.6% | +53.3% | +376.3% | +316.7% |
| 5Y | +20.8% | +44.8% | -24.1% | -3.3% |
| All | +61.0% | +110.1% | -49.1% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling