+70.7%
CIFR vs LEN
+10.0%
+60.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.5% | -9.2% | -8.9% |
| 7D | +11.3% | -3.4% | +14.7% | +13.1% |
| 30D | +3.5% | -5.7% | +9.1% | +5.8% |
| 3M | -26.6% | -12.2% | -14.4% | -23.0% |
| 6M | +18.1% | -18.3% | +36.4% | +29.3% |
| YTD | +14.5% | -20.2% | +34.7% | +25.7% |
| 1Y | +83.3% | -40.1% | +123.4% | +129.1% |
| 3Y | +461.5% | -26.2% | +487.7% | +490.7% |
| 5Y | +29.3% | -9.8% | +39.1% | +15.9% |
| All | +70.7% | +10.0% | +60.7% | +48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling