+55.5%
CIFR vs XLF
+8.6%
+46.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.3% | -5.3% | -5.3% |
| 7D | -8.2% | -2.9% | -5.3% | -5.4% |
| 30D | -7.4% | -1.6% | -5.8% | -6.1% |
| 3M | -24.2% | +9.3% | -33.4% | -34.3% |
| 6M | +14.2% | +14.6% | -0.4% | -8.9% |
| YTD | +8.0% | +4.7% | +3.3% | +3.1% |
| 1Y | +55.5% | +8.6% | +46.9% | +37.5% |
| All | +55.5% | +8.6% | +46.9% | +37.5% |
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