+61.0%
CIFR vs XLC
+97.2%
-36.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.6% | -6.3% | -6.6% |
| 7D | -8.2% | -1.7% | -6.6% | -5.8% |
| 30D | -7.4% | +0.2% | -7.6% | -8.6% |
| 3M | -24.2% | +0.7% | -24.9% | -28.1% |
| 6M | +14.2% | -4.5% | +18.6% | +19.3% |
| YTD | +8.0% | -4.7% | +12.7% | +12.5% |
| 1Y | +55.5% | -1.5% | +57.0% | +53.9% |
| 3Y | +429.6% | +72.2% | +357.3% | +141.1% |
| 5Y | +20.8% | +39.3% | -18.6% | -39.2% |
| All | +61.0% | +97.2% | -36.2% | -22.9% |
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