+139.8%
CIFR vs CLS
+33.9%
+105.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.6% | -1.3% | +0.6% |
| 7D | +26.7% | +12.8% | +13.9% | +16.9% |
| 30D | +7.7% | +3.8% | +3.9% | +5.2% |
| 3M | -23.8% | -14.6% | -9.2% | -17.1% |
| 6M | +35.9% | +32.2% | +3.7% | +7.1% |
| YTD | +25.4% | +11.6% | +13.8% | +9.2% |
| 1Y | +139.8% | +35.1% | +104.7% | +100.4% |
| All | +139.8% | +33.9% | +105.9% | +100.4% |
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