-26.9%
CIFR vs XLC
+38.9%
-65.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.6% | -0.2% |
| 7D | -0.7% | +7.1% | -7.8% | -12.9% |
| 30D | -49.6% | -2.7% | -46.9% | -47.4% |
| 3M | -60.4% | -3.2% | -57.2% | -59.2% |
| 6M | -66.9% | -7.7% | -59.2% | -63.9% |
| YTD | -53.9% | -8.0% | -45.9% | -49.6% |
| 1Y | -67.1% | -3.1% | -64.0% | -67.4% |
| 3Y | +118.3% | +64.9% | +53.4% | -6.6% |
| 5Y | -26.9% | +39.5% | -66.4% | -64.9% |
| All | -26.9% | +38.9% | -65.7% | -64.9% |
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 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