-27.8%
CIFR vs LEN
+14.6%
-42.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.7% | +1.9% |
| 7D | +28.8% | -8.7% | +37.6% | +33.6% |
| 30D | -36.9% | +11.6% | -48.5% | -41.9% |
| 3M | -60.0% | -1.3% | -58.7% | -61.3% |
| 6M | -64.4% | -1.4% | -62.9% | -65.9% |
| YTD | -51.6% | -16.9% | -34.7% | -49.6% |
| 1Y | -58.9% | -31.2% | -27.7% | -53.2% |
| 3Y | +139.9% | -25.6% | +165.5% | +143.9% |
| 5Y | -15.1% | -13.3% | -1.8% | -27.1% |
| All | -27.8% | +14.6% | -42.3% | -40.7% |
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