+70.7%
CIFR vs CLS
+4,533.3%
-4,462.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.1% | -9.8% | -9.3% |
| 7D | +11.3% | +20.1% | -8.8% | +0.6% |
| 30D | +3.5% | +6.0% | -2.6% | +0.4% |
| 3M | -26.6% | -10.3% | -16.3% | -23.0% |
| 6M | +18.1% | +24.5% | -6.4% | +2.2% |
| YTD | +14.5% | +12.9% | +1.6% | +3.6% |
| 1Y | +83.3% | +36.7% | +46.6% | +49.1% |
| 3Y | +461.5% | +1,328.1% | -866.6% | +43.0% |
| 5Y | +29.3% | +3,682.3% | -3,653.0% | -75.6% |
| All | +70.7% | +4,533.3% | -4,462.6% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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