+79.2%
CIFR vs CLF
+56.1%
+23.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +1.4% |
| 7D | +16.9% | +7.6% | +9.4% | +13.4% |
| 30D | -5.2% | -1.2% | -4.0% | -5.1% |
| 3M | -30.6% | -13.4% | -17.2% | -28.4% |
| 6M | +10.6% | +15.4% | -4.8% | +1.2% |
| YTD | +20.2% | -5.9% | +26.1% | +16.4% |
| 1Y | +139.7% | +18.8% | +120.9% | +106.3% |
| 3Y | +489.4% | -19.4% | +508.8% | +469.9% |
| 5Y | +54.4% | -47.7% | +102.1% | +59.4% |
| All | +79.2% | +56.1% | +23.1% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling