+79.2%
CIFR vs XLB
+78.1%
+1.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.5% | +2.6% |
| 7D | +16.9% | -1.4% | +18.3% | +19.0% |
| 30D | -5.2% | -0.4% | -4.8% | -5.2% |
| 3M | -30.6% | +2.0% | -32.5% | -33.9% |
| 6M | +10.6% | +1.8% | +8.8% | +7.2% |
| YTD | +20.2% | +16.6% | +3.6% | -1.8% |
| 1Y | +139.7% | +16.9% | +122.8% | +95.3% |
| 3Y | +489.4% | +32.6% | +456.8% | +344.7% |
| 5Y | +54.4% | +35.6% | +18.7% | +15.3% |
| All | +79.2% | +78.1% | +1.0% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling