+29.3%
CIFR vs XLF
+65.1%
-35.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.4% | -8.3% | -8.0% |
| 7D | +11.3% | -1.0% | +12.4% | +13.5% |
| 30D | +3.5% | -1.3% | +4.8% | +5.2% |
| 3M | -26.6% | +9.1% | -35.8% | -38.0% |
| 6M | +18.1% | +14.4% | +3.7% | -8.1% |
| YTD | +14.5% | +5.1% | +9.4% | +2.7% |
| 1Y | +83.3% | +8.6% | +74.7% | +56.9% |
| 3Y | +461.5% | +74.4% | +387.0% | +174.2% |
| 5Y | +29.3% | +64.4% | -35.1% | -30.7% |
| All | +29.3% | +65.1% | -35.8% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling