+83.3%
CIFR vs CRL
+66.2%
+17.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.9% | -7.8% | -8.4% |
| 7D | +11.3% | -4.6% | +15.9% | +13.1% |
| 30D | +3.5% | +0.5% | +3.0% | +3.6% |
| 3M | -26.6% | +46.6% | -73.2% | -37.7% |
| 6M | +18.1% | +57.3% | -39.2% | -3.9% |
| YTD | +14.5% | +39.5% | -25.0% | -5.2% |
| 1Y | +83.3% | +76.9% | +6.4% | +59.8% |
| All | +83.3% | +66.2% | +17.1% | +59.8% |
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