-77.5%
CIFR vs LUMN
-62.6%
-14.9%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -11.0% | -3.7% | -7.8% |
| 7D | -31.5% | -16.9% | -14.6% | -22.6% |
| 30D | -64.2% | -32.7% | -31.5% | -54.1% |
| 3M | -70.3% | -34.5% | -35.8% | -61.9% |
| 6M | -74.9% | -56.9% | -18.0% | -59.2% |
| YTD | -62.4% | -48.8% | -13.6% | -45.5% |
| 1Y | -77.5% | -63.4% | -14.2% | -65.1% |
| All | -77.5% | -62.6% | -14.9% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling