-30.7%
CIFR vs XLC
+92.9%
-123.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.1% | -5.7% |
| 7D | +4.8% | +3.7% | +1.1% | -1.0% |
| 30D | -31.0% | -1.9% | -29.1% | -29.1% |
| 3M | -58.7% | -3.1% | -55.6% | -57.4% |
| 6M | -67.7% | -6.4% | -61.3% | -65.8% |
| YTD | -53.5% | -6.8% | -46.7% | -50.5% |
| 1Y | -54.1% | -1.7% | -52.4% | -55.4% |
| 3Y | +138.2% | +64.7% | +73.5% | +15.0% |
| 5Y | -18.5% | +41.1% | -59.6% | -58.3% |
| All | -30.7% | +92.9% | -123.6% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling