+70.2%
CIFR vs XLF
+155.5%
-85.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +4.8% |
| 7D | -5.0% | -1.5% | -3.6% | -3.1% |
| 30D | -5.7% | -1.2% | -4.6% | -4.6% |
| 3M | -25.5% | +9.2% | -34.7% | -35.0% |
| 6M | +19.4% | +16.3% | +3.1% | -4.4% |
| YTD | +14.2% | +5.4% | +8.7% | +4.5% |
| 1Y | +69.0% | +7.6% | +61.4% | +52.1% |
| 3Y | +503.9% | +74.2% | +429.7% | +258.1% |
| 5Y | +27.7% | +66.1% | -38.5% | -20.8% |
| All | +70.2% | +155.5% | -85.3% | +3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling