+119.1%
CIFR vs LEN
-21.7%
+140.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.4% | +1.3% | -2.8% |
| 7D | -19.6% | +0.7% | -20.2% | -20.2% |
| 30D | -51.7% | +13.0% | -64.7% | -54.4% |
| 3M | -60.0% | +1.9% | -61.9% | -61.1% |
| 6M | -68.2% | -0.7% | -67.5% | -69.0% |
| YTD | -55.8% | -13.8% | -41.9% | -54.7% |
| 1Y | -66.8% | -28.1% | -38.7% | -63.8% |
| 3Y | +119.1% | -22.8% | +142.0% | +87.3% |
| All | +119.1% | -21.7% | +140.8% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling