+61.0%
CIFR vs LEN
+6.1%
+54.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.5% | -2.1% | -3.9% |
| 7D | -8.2% | -7.8% | -0.5% | -4.6% |
| 30D | -7.4% | -11.0% | +3.6% | -2.4% |
| 3M | -24.2% | -12.8% | -11.4% | -20.3% |
| 6M | +14.2% | -20.2% | +34.4% | +26.6% |
| YTD | +8.0% | -23.0% | +31.0% | +20.8% |
| 1Y | +55.5% | -41.8% | +97.3% | +97.3% |
| 3Y | +429.6% | -28.8% | +458.4% | +467.6% |
| 5Y | +20.8% | -12.6% | +33.4% | +10.2% |
| All | +61.0% | +6.1% | +54.9% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LEN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling