+79.2%
CIFR vs XLF
+159.3%
-80.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +3.2% |
| 7D | +16.9% | 0.0% | +16.9% | +17.2% |
| 30D | -5.2% | +0.2% | -5.4% | -5.7% |
| 3M | -30.6% | +11.7% | -42.3% | -41.3% |
| 6M | +10.6% | +13.8% | -3.2% | -8.5% |
| YTD | +20.2% | +7.0% | +13.2% | +7.8% |
| 1Y | +139.7% | +9.1% | +130.6% | +111.4% |
| 3Y | +489.4% | +75.6% | +413.8% | +244.3% |
| 5Y | +54.4% | +66.4% | -12.0% | -6.1% |
| All | +79.2% | +159.3% | -80.1% | +6.4% |
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