+52.1%
CIFR vs XLB
+35.6%
+16.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +5.8% |
| 7D | +26.7% | -0.2% | +26.9% | +26.9% |
| 30D | +7.7% | -1.7% | +9.5% | +10.0% |
| 3M | -23.8% | +4.4% | -28.1% | -31.0% |
| 6M | +35.9% | +5.0% | +30.9% | +23.9% |
| YTD | +25.4% | +15.5% | +9.9% | -0.3% |
| 1Y | +139.8% | +14.9% | +124.8% | +92.0% |
| 3Y | +515.0% | +34.5% | +480.4% | +326.9% |
| 5Y | +52.1% | +36.5% | +15.6% | +5.3% |
| All | +52.1% | +35.6% | +16.5% | +5.3% |
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