-34.0%
CIFR vs XLB
+80.4%
-114.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.9% |
| 7D | -19.6% | +0.5% | -20.1% | -20.4% |
| 30D | -51.7% | +6.9% | -58.6% | -56.4% |
| 3M | -60.0% | -0.2% | -59.8% | -60.7% |
| 6M | -68.2% | +3.3% | -71.5% | -70.6% |
| YTD | -55.8% | +18.0% | -73.8% | -64.9% |
| 1Y | -66.8% | +24.2% | -91.0% | -75.4% |
| 3Y | +119.1% | +44.7% | +74.4% | +49.3% |
| 5Y | -25.3% | +31.6% | -56.9% | -45.2% |
| All | -34.0% | +80.4% | -114.4% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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