+70.7%
CIFR vs LYB
+21.9%
+48.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.6% | -8.7% |
| 7D | +11.3% | -3.1% | +14.4% | +12.4% |
| 30D | +3.5% | +4.0% | -0.5% | +1.8% |
| 3M | -26.6% | +2.4% | -29.0% | -27.9% |
| 6M | +18.1% | -1.4% | +19.5% | +13.0% |
| YTD | +14.5% | +53.9% | -39.4% | -12.8% |
| 1Y | +83.3% | +26.1% | +57.2% | +53.2% |
| 3Y | +461.5% | -21.0% | +482.5% | +459.4% |
| 5Y | +29.3% | -0.7% | +30.1% | +23.6% |
| All | +70.7% | +21.9% | +48.8% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling