-21.0%
CIFR vs CLX
-20.8%
-0.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.2% | -4.0% |
| 7D | +4.8% | +9.5% | -4.7% | +5.3% |
| 30D | -31.0% | +30.7% | -61.7% | -30.0% |
| 3M | -58.7% | +4.2% | -63.0% | -58.4% |
| 6M | -67.7% | +22.1% | -89.8% | -67.6% |
| YTD | -53.5% | +14.1% | -67.6% | -53.0% |
| 1Y | -54.1% | +10.3% | -64.4% | -53.4% |
| 3Y | +138.2% | -7.8% | +146.0% | +141.4% |
| All | -21.0% | -20.8% | -0.1% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling