+26.9%
CIFR vs LYB
-4.6%
+31.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.8% |
| YTD | +14.2% | +52.0% | -37.8% | -19.2% |
| 1Y | +69.0% | +22.1% | +47.0% | +36.8% |
| 3Y | +503.9% | -22.8% | +526.7% | +522.5% |
| All | +26.9% | -4.6% | +31.5% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling