-25.3%
CIFR vs LEN
-8.8%
-16.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.4% | +1.3% | -1.5% |
| 7D | -19.6% | +0.7% | -20.2% | -20.9% |
| 30D | -51.7% | +13.0% | -64.7% | -56.3% |
| 3M | -60.0% | +1.9% | -61.9% | -62.2% |
| 6M | -68.2% | -0.7% | -67.5% | -69.9% |
| YTD | -55.8% | -13.8% | -41.9% | -54.6% |
| 1Y | -66.8% | -28.1% | -38.7% | -62.2% |
| 3Y | +119.1% | -22.8% | +142.0% | +109.2% |
| 5Y | -25.3% | -7.4% | -17.9% | -44.2% |
| All | -25.3% | -8.8% | -16.5% | -44.2% |
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