-58.9%
CIFR vs XLC
-4.7%
-54.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.8% |
| 7D | +28.8% | +3.1% | +25.7% | +28.1% |
| 30D | -36.9% | -4.2% | -32.7% | -36.3% |
| 3M | -60.0% | -2.1% | -57.9% | -59.7% |
| 6M | -64.4% | -6.6% | -57.7% | -61.2% |
| YTD | -51.6% | -7.8% | -43.8% | -46.3% |
| 1Y | -58.9% | -4.1% | -54.8% | -59.7% |
| All | -58.9% | -4.7% | -54.1% | -59.7% |
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