+83.3%
CIFR vs XLC
-2.2%
+85.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.5% |
| 7D | +11.3% | -1.4% | +12.7% | +11.7% |
| 30D | +3.5% | -0.9% | +4.4% | +3.7% |
| 3M | -26.6% | -0.3% | -26.3% | -25.8% |
| 6M | +18.1% | -5.2% | +23.3% | +27.5% |
| YTD | +14.5% | -5.3% | +19.8% | +24.5% |
| 1Y | +83.3% | -2.8% | +86.1% | +88.8% |
| All | +83.3% | -2.2% | +85.5% | +88.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling