+70.7%
CIFR vs CLX
-49.0%
+119.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.2% | -6.5% | -8.7% |
| 7D | +11.3% | -4.9% | +16.3% | +11.3% |
| 30D | +3.5% | -15.8% | +19.3% | +3.4% |
| 3M | -26.6% | -7.9% | -18.7% | -26.8% |
| 6M | +18.1% | -19.0% | +37.1% | +18.9% |
| YTD | +14.5% | -7.9% | +22.4% | +14.4% |
| 1Y | +83.3% | -25.4% | +108.7% | +85.7% |
| 3Y | +461.5% | -35.0% | +496.5% | +464.4% |
| 5Y | +29.3% | -36.8% | +66.1% | +27.4% |
| All | +70.7% | -49.0% | +119.7% | +67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling