-69.9%
CIFR vs CLF
+9.8%
-79.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +1.7% | +16.2% | +17.3% |
| 7D | -10.2% | -19.6% | +9.4% | -2.2% |
| 30D | -55.0% | -5.0% | -50.1% | -53.6% |
| 3M | -64.1% | -6.3% | -57.8% | -62.9% |
| 6M | -70.1% | +2.8% | -72.9% | -70.5% |
| YTD | -55.7% | -13.7% | -42.0% | -58.3% |
| 1Y | -69.9% | +13.6% | -83.4% | -78.2% |
| All | -69.9% | +9.8% | -79.6% | -78.2% |
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