-71.1%
CIFR vs CLX
-6.5%
-64.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +5.7% | -25.7% | -18.3% |
| 7D | -26.7% | +14.2% | -40.9% | -23.9% |
| 30D | -58.0% | +22.7% | -80.7% | -55.6% |
| 3M | -68.1% | -2.8% | -65.3% | -67.9% |
| 6M | -63.7% | +17.7% | -81.4% | -64.4% |
| YTD | -56.0% | +3.3% | -59.3% | -55.1% |
| 1Y | -71.1% | -5.6% | -65.5% | -67.0% |
| All | -71.1% | -6.5% | -64.6% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling