+79.2%
CIFR vs CLBK
+113.0%
-33.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +16.9% | +1.2% | +15.7% | +16.2% |
| 30D | -5.2% | +9.1% | -14.3% | -10.0% |
| 3M | -30.6% | +27.7% | -58.3% | -40.4% |
| 6M | +10.6% | +40.8% | -30.2% | -10.3% |
| YTD | +20.2% | +66.4% | -46.2% | -12.9% |
| 1Y | +139.7% | +72.4% | +67.4% | +69.3% |
| 3Y | +489.4% | +50.7% | +438.7% | +362.9% |
| 5Y | +54.4% | +42.9% | +11.5% | +22.5% |
| All | +79.2% | +113.0% | -33.8% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling