-26.9%
CIFR vs XLB
+31.5%
-58.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +1.3% |
| 7D | -0.7% | -1.4% | +0.6% | +0.2% |
| 30D | -49.6% | +7.1% | -56.7% | -55.3% |
| 3M | -60.4% | +0.6% | -61.0% | -61.6% |
| 6M | -66.9% | +3.5% | -70.3% | -69.8% |
| YTD | -53.9% | +18.2% | -72.1% | -65.2% |
| 1Y | -67.1% | +25.6% | -92.7% | -77.4% |
| 3Y | +118.3% | +46.7% | +71.6% | +33.4% |
| 5Y | -26.9% | +30.9% | -57.8% | -51.9% |
| All | -26.9% | +31.5% | -58.3% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling