+515.0%
CIFR vs XLB
+34.9%
+480.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +6.1% |
| 7D | +26.7% | -0.2% | +26.9% | +27.0% |
| 30D | +7.7% | -1.7% | +9.5% | +10.4% |
| 3M | -23.8% | +4.4% | -28.1% | -33.2% |
| 6M | +35.9% | +5.0% | +30.9% | +19.9% |
| YTD | +25.4% | +15.5% | +9.9% | -8.1% |
| 1Y | +139.8% | +14.9% | +124.8% | +77.1% |
| 3Y | +515.0% | +34.5% | +480.4% | +247.4% |
| All | +515.0% | +34.9% | +480.0% | +247.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling