-71.1%
CIFR vs XLF
+15.8%
-86.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.5% | -23.5% | -20.5% |
| 7D | -26.7% | +5.5% | -32.2% | -28.2% |
| 30D | -58.0% | +9.9% | -67.9% | -60.0% |
| 3M | -68.1% | +2.6% | -70.7% | -68.2% |
| 6M | -63.7% | +15.6% | -79.2% | -68.5% |
| YTD | -56.0% | +9.4% | -65.4% | -58.4% |
| 1Y | -71.1% | +14.7% | -85.8% | -76.2% |
| All | -71.1% | +15.8% | -86.9% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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