-54.1%
CIFR vs XLB
+20.6%
-74.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.8% | -3.9% |
| 7D | +4.8% | +0.5% | +4.3% | +4.4% |
| 30D | -31.0% | +5.2% | -36.1% | -35.6% |
| 3M | -58.7% | +0.3% | -59.0% | -59.4% |
| 6M | -67.7% | +1.2% | -68.9% | -68.9% |
| YTD | -53.5% | +16.6% | -70.2% | -62.6% |
| 1Y | -54.1% | +21.4% | -75.5% | -64.4% |
| All | -54.1% | +20.6% | -74.7% | -64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling