+515.0%
CIFR vs CLBK
+55.4%
+459.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.9% |
| 7D | +26.7% | +1.1% | +25.6% | +25.4% |
| 30D | +7.7% | +7.8% | 0.0% | +0.2% |
| 3M | -23.8% | +23.9% | -47.7% | -38.8% |
| 6M | +35.9% | +42.3% | -6.4% | -4.8% |
| YTD | +25.4% | +65.4% | -40.0% | -26.5% |
| 1Y | +139.8% | +70.3% | +69.4% | +34.1% |
| 3Y | +515.0% | +54.5% | +460.5% | +310.6% |
| All | +515.0% | +55.4% | +459.6% | +310.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling