+68.7%
CIFR vs CLS
+703.9%
-635.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.5% | +17.4% | +17.6% |
| 7D | -10.2% | -22.2% | +11.9% | +8.1% |
| 30D | -55.0% | -44.4% | -10.7% | -32.5% |
| 3M | -64.1% | -34.3% | -29.8% | -51.4% |
| 6M | -70.1% | -50.1% | -20.1% | -53.2% |
| YTD | -55.7% | -30.1% | -25.6% | -45.3% |
| 1Y | -69.9% | -39.3% | -30.5% | -59.6% |
| 3Y | +68.7% | +732.7% | -664.0% | -55.6% |
| All | +68.7% | +703.9% | -635.2% | -55.6% |
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