-34.0%
CIFR vs XLC
+91.3%
-125.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.7% |
| 7D | -19.6% | +6.2% | -25.8% | -27.8% |
| 30D | -51.7% | -2.4% | -49.3% | -50.0% |
| 3M | -60.0% | -3.3% | -56.7% | -58.8% |
| 6M | -68.2% | -7.3% | -60.9% | -65.8% |
| YTD | -55.8% | -7.6% | -48.1% | -52.2% |
| 1Y | -66.8% | -3.7% | -63.1% | -66.5% |
| 3Y | +119.1% | +62.9% | +56.2% | +7.6% |
| 5Y | -25.3% | +41.6% | -66.9% | -61.4% |
| All | -34.0% | +91.3% | -125.3% | -67.2% |
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