-33.9%
CIFR vs CLF
+43.1%
-77.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.7% | +16.2% | +17.2% |
| 7D | -10.2% | -19.6% | +9.4% | -0.9% |
| 30D | -55.0% | -5.0% | -50.1% | -54.0% |
| 3M | -64.1% | -6.3% | -57.8% | -63.2% |
| 6M | -70.1% | +2.8% | -72.9% | -71.4% |
| YTD | -55.7% | -13.7% | -42.0% | -55.5% |
| 1Y | -69.9% | +13.6% | -83.4% | -73.1% |
| 3Y | +68.7% | -34.0% | +102.7% | +74.5% |
| 5Y | -26.2% | -48.7% | +22.5% | -21.5% |
| All | -33.9% | +43.1% | -77.0% | -34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling