-71.1%
CIFR vs CLF
+12.5%
-83.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -9.2% | -10.8% | -16.8% |
| 7D | -26.7% | -7.9% | -18.8% | -24.3% |
| 30D | -58.0% | +5.2% | -63.3% | -58.5% |
| 3M | -68.1% | +4.3% | -72.4% | -68.5% |
| 6M | -63.7% | +25.3% | -88.9% | -66.9% |
| YTD | -56.0% | -3.3% | -52.6% | -60.4% |
| 1Y | -71.1% | +20.2% | -91.3% | -79.8% |
| All | -71.1% | +12.5% | -83.7% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling