-66.8%
CIFR vs CLF
+20.2%
-87.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.9% | -9.0% | -5.9% |
| 7D | -19.6% | -9.1% | -10.5% | -16.3% |
| 30D | -51.7% | -0.9% | -50.8% | -51.2% |
| 3M | -60.0% | +3.0% | -63.0% | -60.2% |
| 6M | -68.2% | +16.7% | -84.9% | -70.2% |
| YTD | -55.8% | -3.2% | -52.6% | -60.2% |
| 1Y | -66.8% | +24.6% | -91.4% | -76.8% |
| All | -66.8% | +20.2% | -87.0% | -76.8% |
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