+138.2%
CIFR vs CLS
+842.1%
-703.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.4% | +1.3% | -0.4% |
| 7D | +4.8% | +16.3% | -11.5% | -5.5% |
| 30D | -31.0% | -25.7% | -5.3% | -14.6% |
| 3M | -58.7% | -30.9% | -27.9% | -46.2% |
| 6M | -67.7% | -35.5% | -32.2% | -57.3% |
| YTD | -53.5% | -18.7% | -34.8% | -48.2% |
| 1Y | -54.1% | -17.9% | -36.1% | -49.4% |
| 3Y | +138.2% | +838.1% | -699.9% | -41.1% |
| All | +138.2% | +842.1% | -703.9% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling