-27.8%
CIFR vs XLB
+78.6%
-106.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +2.1% |
| 7D | +28.8% | 0.0% | +28.8% | +28.7% |
| 30D | -36.9% | +5.3% | -42.2% | -41.8% |
| 3M | -60.0% | 0.0% | -60.0% | -60.7% |
| 6M | -64.4% | +1.2% | -65.6% | -66.1% |
| YTD | -51.6% | +16.9% | -68.5% | -61.2% |
| 1Y | -58.9% | +20.9% | -79.8% | -68.4% |
| 3Y | +139.9% | +43.3% | +96.6% | +65.5% |
| 5Y | -15.1% | +28.3% | -43.4% | -36.7% |
| All | -27.8% | +78.6% | -106.4% | -49.6% |
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