-65.3%
CIFR vs CLS
-34.6%
-30.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.9% | -3.8% | -1.9% |
| 7D | -0.7% | -10.6% | +9.8% | +9.9% |
| 30D | -49.6% | -38.4% | -11.2% | -27.2% |
| 3M | -60.4% | -29.9% | -30.5% | -47.6% |
| 6M | -66.9% | -40.6% | -26.2% | -52.4% |
| YTD | -53.9% | -24.6% | -29.3% | -46.9% |
| All | -65.3% | -34.6% | -30.8% | -55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling