+51.0%
CIFR vs CLS
+3,233.5%
-3,182.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.6% |
| 7D | +16.9% | +4.6% | +12.4% | +13.9% |
| 30D | -5.2% | -13.9% | +8.7% | +3.3% |
| 3M | -30.6% | -26.6% | -4.0% | -17.3% |
| 6M | +10.6% | +15.4% | -4.8% | -1.4% |
| YTD | +20.2% | +5.7% | +14.5% | +11.5% |
| 1Y | +139.7% | +41.1% | +98.6% | +85.4% |
| 3Y | +489.4% | +1,228.6% | -739.2% | +18.8% |
| All | +51.0% | +3,233.5% | -3,182.5% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling