+68.7%
CIFR vs CRL
+86.4%
-17.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | +7.8% | +10.1% | +12.8% |
| 7D | -10.2% | -6.1% | -4.1% | -5.0% |
| 30D | -55.0% | +12.4% | -67.4% | -57.3% |
| 3M | -64.1% | +27.1% | -91.2% | -68.4% |
| 6M | -70.1% | +85.7% | -155.9% | -80.1% |
| YTD | -55.7% | +69.2% | -124.9% | -68.9% |
| 1Y | -69.9% | +97.5% | -167.4% | -81.0% |
| 3Y | +68.7% | +86.1% | -17.4% | +3.1% |
| All | +68.7% | +86.4% | -17.7% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling