-30.7%
CIFR vs XLF
+162.8%
-193.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -5.1% |
| 7D | +4.8% | +2.7% | +2.2% | +1.4% |
| 30D | -31.0% | +7.6% | -38.6% | -38.3% |
| 3M | -58.7% | +1.1% | -59.8% | -60.1% |
| 6M | -67.7% | +15.9% | -83.6% | -74.5% |
| YTD | -53.5% | +8.4% | -62.0% | -59.7% |
| 1Y | -54.1% | +12.5% | -66.6% | -62.1% |
| 3Y | +138.2% | +81.6% | +56.6% | +31.9% |
| 5Y | -18.5% | +59.3% | -77.8% | -51.8% |
| All | -30.7% | +162.8% | -193.6% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling