+503.9%
CIFR vs LYB
-23.1%
+527.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.7% | +6.1% |
| 7D | -5.0% | +0.3% | -5.3% | -5.1% |
| 30D | -5.7% | +2.5% | -8.2% | -7.0% |
| 3M | -25.5% | +1.4% | -26.9% | -26.6% |
| 6M | +19.4% | -3.5% | +22.9% | +12.3% |
| YTD | +14.2% | +52.0% | -37.8% | -26.4% |
| 1Y | +69.0% | +22.1% | +47.0% | +30.8% |
| 3Y | +503.9% | -22.8% | +526.7% | +526.2% |
| All | +503.9% | -23.1% | +527.1% | +526.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling