+79.2%
CIFR vs LEN
+13.8%
+65.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.2% | +2.6% |
| 7D | +16.9% | -3.2% | +20.1% | +18.9% |
| 30D | -5.2% | -4.9% | -0.3% | -3.3% |
| 3M | -30.6% | -8.5% | -22.1% | -28.5% |
| 6M | +10.6% | -20.7% | +31.3% | +23.3% |
| YTD | +20.2% | -17.4% | +37.6% | +29.9% |
| 1Y | +139.7% | -38.2% | +178.0% | +194.5% |
| 3Y | +489.4% | -24.9% | +514.2% | +515.6% |
| 5Y | +54.4% | -11.4% | +65.8% | +36.5% |
| All | +79.2% | +13.8% | +65.4% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling