+148.3%
CIFR vs XLI
+72.7%
+75.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +3.1% |
| 7D | +28.8% | +4.3% | +24.5% | +14.5% |
| 30D | -36.9% | +0.5% | -37.4% | -36.3% |
| 3M | -60.0% | -8.6% | -51.4% | -47.1% |
| 6M | -64.4% | -2.3% | -62.0% | -60.6% |
| YTD | -51.6% | +10.1% | -61.7% | -60.6% |
| 1Y | -58.9% | +11.0% | -69.9% | -67.2% |
| All | +148.3% | +72.7% | +75.6% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling