+29.3%
CIFR vs LEN
-10.6%
+39.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.5% | -9.2% | -9.0% |
| 7D | +11.3% | -3.4% | +14.7% | +13.5% |
| 30D | +3.5% | -5.7% | +9.1% | +6.4% |
| 3M | -26.6% | -12.2% | -14.4% | -22.2% |
| 6M | +18.1% | -18.3% | +36.4% | +32.0% |
| YTD | +14.5% | -20.2% | +34.7% | +28.1% |
| 1Y | +83.3% | -40.1% | +123.4% | +141.8% |
| 3Y | +461.5% | -26.2% | +487.7% | +461.9% |
| 5Y | +29.3% | -9.8% | +39.1% | -11.5% |
| All | +29.3% | -10.6% | +39.9% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling