+515.0%
CIFR vs CLS
+1,316.2%
-801.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.6% | -1.3% | +0.8% |
| 7D | +26.7% | +12.8% | +13.9% | +17.5% |
| 30D | +7.7% | +3.8% | +3.9% | +5.5% |
| 3M | -23.8% | -14.6% | -9.2% | -17.2% |
| 6M | +35.9% | +32.2% | +3.7% | +10.2% |
| YTD | +25.4% | +11.6% | +13.8% | +11.6% |
| 1Y | +139.8% | +35.1% | +104.7% | +87.9% |
| 3Y | +515.0% | +1,312.5% | -797.6% | +18.3% |
| All | +515.0% | +1,316.2% | -801.2% | +18.3% |
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