+79.2%
CIFR vs XLI
+135.8%
-56.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.4% |
| 7D | +16.9% | -1.1% | +18.0% | +19.6% |
| 30D | -5.2% | -5.9% | +0.8% | +6.7% |
| 3M | -30.6% | -0.3% | -30.3% | -29.6% |
| 6M | +10.6% | +0.1% | +10.5% | +14.0% |
| YTD | +20.2% | +13.6% | +6.6% | +0.1% |
| 1Y | +139.7% | +17.2% | +122.5% | +90.9% |
| 3Y | +489.4% | +68.2% | +421.2% | +212.8% |
| 5Y | +54.4% | +80.7% | -26.3% | -25.7% |
| All | +79.2% | +135.8% | -56.6% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling