+70.2%
CIFR vs LYB
+20.4%
+49.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.7% | +6.0% |
| 7D | -5.0% | +0.3% | -5.3% | -5.1% |
| 30D | -5.7% | +2.5% | -8.2% | -6.7% |
| 3M | -25.5% | +1.4% | -26.9% | -26.4% |
| 6M | +19.4% | -3.5% | +22.9% | +15.2% |
| YTD | +14.2% | +52.0% | -37.8% | -12.7% |
| 1Y | +69.0% | +22.1% | +47.0% | +43.4% |
| 3Y | +503.9% | -22.8% | +526.7% | +505.9% |
| 5Y | +27.7% | -3.4% | +31.0% | +22.5% |
| All | +70.2% | +20.4% | +49.8% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 10y: compounded portfolio wealth divided by compounded LYB 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…
10y analysis · Full analysis span regression · 6 months rolling