+10.6%
CIFR vs LEN
-21.0%
+31.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.2% | +2.7% |
| 7D | +16.9% | -3.2% | +20.1% | +19.0% |
| 30D | -5.2% | -4.9% | -0.3% | -2.9% |
| 3M | -30.6% | -8.5% | -22.1% | -26.5% |
| 6M | +10.6% | -20.7% | +31.3% | +56.7% |
| All | +10.6% | -21.0% | +31.6% | +56.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling