-29.5%
CIFR vs CLS
+1,775.5%
-1,805.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +0.5% | +17.4% | +17.6% |
| 7D | -10.2% | -22.2% | +11.9% | +7.4% |
| 30D | -55.0% | -44.4% | -10.7% | -33.2% |
| 3M | -64.1% | -34.3% | -29.8% | -51.8% |
| 6M | -70.1% | -50.1% | -20.1% | -53.8% |
| YTD | -55.7% | -30.1% | -25.6% | -45.4% |
| 1Y | -69.9% | -39.3% | -30.5% | -59.8% |
| 3Y | +68.7% | +732.7% | -664.0% | -57.0% |
| All | -29.5% | +1,775.5% | -1,805.0% | -89.5% |
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