+70.2%
CIFR vs XLI
+131.9%
-61.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +3.7% |
| 7D | -5.0% | -1.7% | -3.4% | -1.7% |
| 30D | -5.7% | -7.3% | +1.6% | +9.2% |
| 3M | -25.5% | -1.3% | -24.2% | -23.1% |
| 6M | +19.4% | +2.2% | +17.2% | +18.6% |
| YTD | +14.2% | +11.7% | +2.5% | -1.6% |
| 1Y | +69.0% | +14.3% | +54.7% | +41.6% |
| 3Y | +503.9% | +70.3% | +433.6% | +220.9% |
| 5Y | +27.7% | +82.3% | -54.7% | -36.6% |
| All | +70.2% | +131.9% | -61.7% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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