-30.7%
CIFR vs XLI
+127.6%
-158.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.3% |
| 7D | +4.8% | +3.8% | +1.1% | -2.3% |
| 30D | -31.0% | +1.0% | -32.0% | -31.1% |
| 3M | -58.7% | -8.9% | -49.8% | -49.4% |
| 6M | -67.7% | -2.3% | -65.4% | -64.9% |
| YTD | -53.5% | +9.7% | -63.2% | -57.5% |
| 1Y | -54.1% | +12.3% | -66.4% | -59.7% |
| 3Y | +138.2% | +71.5% | +66.7% | +30.0% |
| 5Y | -18.5% | +70.2% | -88.7% | -56.4% |
| All | -30.7% | +127.6% | -158.3% | -64.9% |
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