+52.1%
CIFR vs XLC
+37.3%
+14.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +5.1% |
| 7D | +26.7% | +0.6% | +26.1% | +25.5% |
| 30D | +7.7% | +0.2% | +7.5% | +5.9% |
| 3M | -23.8% | +0.6% | -24.4% | -28.2% |
| 6M | +35.9% | -4.5% | +40.4% | +42.5% |
| YTD | +25.4% | -4.7% | +30.1% | +30.8% |
| 1Y | +139.8% | -1.7% | +141.4% | +136.6% |
| 3Y | +515.0% | +72.3% | +442.7% | +143.8% |
| 5Y | +52.1% | +37.8% | +14.3% | -11.1% |
| All | +52.1% | +37.3% | +14.8% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling