+79.2%
CIFR vs CLX
-47.1%
+126.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.1% |
| 7D | +16.9% | -9.2% | +26.2% | +16.9% |
| 30D | -5.2% | -11.0% | +5.9% | -5.3% |
| 3M | -30.6% | +5.0% | -35.6% | -31.4% |
| 6M | +10.6% | -18.8% | +29.4% | +11.6% |
| YTD | +20.2% | -4.4% | +24.6% | +20.1% |
| 1Y | +139.7% | -21.9% | +161.6% | +142.7% |
| 3Y | +489.4% | -32.8% | +522.1% | +492.7% |
| 5Y | +54.4% | -34.6% | +89.0% | +52.1% |
| All | +79.2% | -47.1% | +126.3% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling