+515.0%
CIFR vs XLI
+71.5%
+443.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +5.6% |
| 7D | +26.7% | +1.0% | +25.7% | +23.7% |
| 30D | +7.7% | -5.8% | +13.6% | +27.2% |
| 3M | -23.8% | +0.7% | -24.5% | -25.5% |
| 6M | +35.9% | +3.2% | +32.7% | +27.3% |
| YTD | +25.4% | +13.0% | +12.4% | -7.4% |
| 1Y | +139.8% | +16.8% | +123.0% | +63.0% |
| 3Y | +515.0% | +72.4% | +442.5% | +85.3% |
| All | +515.0% | +71.5% | +443.5% | +85.3% |
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