+146.9%
CIFR vs CLF
-19.9%
+166.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.2% | +6.7% | +7.8% |
| 7D | +9.4% | +2.3% | +7.0% | +8.5% |
| 30D | -45.3% | +1.9% | -47.2% | -45.7% |
| 3M | -58.7% | +5.9% | -64.6% | -60.2% |
| 6M | -64.9% | +16.9% | -81.8% | -69.1% |
| YTD | -51.8% | -1.1% | -50.8% | -55.4% |
| 1Y | -61.9% | +28.8% | -90.7% | -69.8% |
| All | +146.9% | -19.9% | +166.8% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling