-71.1%
CIFR vs CRL
+85.3%
-156.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -7.3% | -12.7% | -16.4% |
| 7D | -26.7% | -12.8% | -14.0% | -21.3% |
| 30D | -58.0% | +5.0% | -63.0% | -58.0% |
| 3M | -68.1% | +39.4% | -107.5% | -71.4% |
| 6M | -63.7% | +89.4% | -153.0% | -72.5% |
| YTD | -56.0% | +63.6% | -119.5% | -66.5% |
| 1Y | -71.1% | +83.5% | -154.6% | -78.3% |
| All | -71.1% | +85.3% | -156.5% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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